Assured Guaranty Stock Market Value
| AGO Stock | USD 86.28 2.14 2.54% |
| Symbol | Assured |
Assured Guaranty Price To Book Ratio
Is Property & Casualty Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Assured Guaranty. If investors know Assured will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Assured Guaranty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.95) | Dividend Share 1.24 | Earnings Share 6.87 | Revenue Per Share | Quarterly Revenue Growth (0.17) |
The market value of Assured Guaranty is measured differently than its book value, which is the value of Assured that is recorded on the company's balance sheet. Investors also form their own opinion of Assured Guaranty's value that differs from its market value or its book value, called intrinsic value, which is Assured Guaranty's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Assured Guaranty's market value can be influenced by many factors that don't directly affect Assured Guaranty's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Assured Guaranty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Assured Guaranty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Assured Guaranty's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Assured Guaranty 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Assured Guaranty's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Assured Guaranty.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Assured Guaranty on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Assured Guaranty or generate 0.0% return on investment in Assured Guaranty over 90 days. Assured Guaranty is related to or competes with AXIS Capital, MBIA, Assurant, and American Financial. Assured Guaranty Ltd., through its subsidiaries, provides credit protection products to public finance, infrastructure, ... More
Assured Guaranty Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Assured Guaranty's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Assured Guaranty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0126 | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 2.06 |
Assured Guaranty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Assured Guaranty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Assured Guaranty's standard deviation. In reality, there are many statistical measures that can use Assured Guaranty historical prices to predict the future Assured Guaranty's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1299 | |||
| Treynor Ratio | (0.22) |
Assured Guaranty Backtested Returns
Assured Guaranty secures Sharpe Ratio (or Efficiency) of -0.0363, which signifies that the company had a -0.0363 % return per unit of risk over the last 3 months. Assured Guaranty exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Assured Guaranty's Standard Deviation of 1.5, risk adjusted performance of (0.06), and Mean Deviation of 1.12 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Assured Guaranty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Assured Guaranty is expected to be smaller as well. At this point, Assured Guaranty has a negative expected return of -0.0567%. Please make sure to confirm Assured Guaranty's potential upside, as well as the relationship between the daily balance of power and price action indicator , to decide if Assured Guaranty performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Assured Guaranty has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Assured Guaranty time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Assured Guaranty price movement. The serial correlation of -0.75 indicates that around 75.0% of current Assured Guaranty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 10.5 |
Assured Guaranty lagged returns against current returns
Autocorrelation, which is Assured Guaranty stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Assured Guaranty's stock expected returns. We can calculate the autocorrelation of Assured Guaranty returns to help us make a trade decision. For example, suppose you find that Assured Guaranty has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Assured Guaranty regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Assured Guaranty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Assured Guaranty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Assured Guaranty stock over time.
Current vs Lagged Prices |
| Timeline |
Assured Guaranty Lagged Returns
When evaluating Assured Guaranty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Assured Guaranty stock have on its future price. Assured Guaranty autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Assured Guaranty autocorrelation shows the relationship between Assured Guaranty stock current value and its past values and can show if there is a momentum factor associated with investing in Assured Guaranty.
Regressed Prices |
| Timeline |
When determining whether Assured Guaranty offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Assured Guaranty's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Assured Guaranty Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Assured Guaranty Stock:
Check out Assured Guaranty Correlation, Assured Guaranty Volatility and Assured Guaranty Alpha and Beta module to complement your research on Assured Guaranty. To learn how to invest in Assured Stock, please use our How to Invest in Assured Guaranty guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Assured Guaranty technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.