American International Group Stock Market Value
| AIG Stock | USD 79.02 0.45 0.57% |
| Symbol | American |
American International Price To Book Ratio
Is Multi-line 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 American International. If investors know American 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 American International 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 11.526 | Dividend Share 1.56 | Earnings Share 4.07 | Revenue Per Share | Quarterly Revenue Growth 0.088 |
The market value of American International is measured differently than its book value, which is the value of American that is recorded on the company's balance sheet. Investors also form their own opinion of American International's value that differs from its market value or its book value, called intrinsic value, which is American International'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 American International's market value can be influenced by many factors that don't directly affect American International'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 American International's value and its price as these two are different measures arrived at by different means. Investors typically determine if American International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American International'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.
American International '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 American International'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 American International.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in American International on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding American International Group or generate 0.0% return on investment in American International over 30 days. American International is related to or competes with Axa Equitable, Arch Capital, Old Republic, Sun Life, Hartford Financial, Goosehead Insurance, and Assicurazioni Generali. American International Group, Inc. offers insurance products for commercial, institutional, and individual customers in ... More
American International 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 American International'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 American International Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.0441 | |||
| Maximum Drawdown | 5.85 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 2.25 |
American International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American International's standard deviation. In reality, there are many statistical measures that can use American International historical prices to predict the future American International's volatility.| Risk Adjusted Performance | 0.0454 | |||
| Jensen Alpha | 0.0566 | |||
| Total Risk Alpha | 0.0503 | |||
| Sortino Ratio | 0.0448 | |||
| Treynor Ratio | 0.1528 |
American International Backtested Returns
At this point, American International is very steady. American International secures Sharpe Ratio (or Efficiency) of 0.0517, which signifies that the company had a 0.0517 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for American International Group, which you can use to evaluate the volatility of the firm. Please confirm American International's risk adjusted performance of 0.0454, and Mean Deviation of 0.9581 to double-check if the risk estimate we provide is consistent with the expected return of 0.0644%. American International has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, American International's returns are expected to increase less than the market. However, during the bear market, the loss of holding American International is expected to be smaller as well. American International right now shows a risk of 1.25%. Please confirm American International treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if American International will be following its price patterns.
Auto-correlation | 0.05 |
Virtually no predictability
American International Group has virtually no predictability. Overlapping area represents the amount of predictability between American International time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 American International price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current American International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 1.84 |
American International lagged returns against current returns
Autocorrelation, which is American International 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 American International's stock expected returns. We can calculate the autocorrelation of American International returns to help us make a trade decision. For example, suppose you find that American International 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 |
American International 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 American International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American International stock over time.
Current vs Lagged Prices |
| Timeline |
American International Lagged Returns
When evaluating American International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American International stock have on its future price. American International 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, American International autocorrelation shows the relationship between American International stock current value and its past values and can show if there is a momentum factor associated with investing in American International Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether American International is a strong investment it is important to analyze American International's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact American International's future performance. For an informed investment choice regarding American Stock, refer to the following important reports:Check out American International Correlation, American International Volatility and American International Alpha and Beta module to complement your research on American International. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
American International 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.