Artisan Partners Asset Stock Market Value
| APAM Stock | USD 48.63 0.27 0.56% |
| Symbol | Artisan |
Artisan Partners Asset Price To Book Ratio
Is Asset Management & Custody Banks 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 Artisan Partners. If investors know Artisan 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 Artisan Partners 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 0.35 | Dividend Share 2.82 | Earnings Share 3.6 | Revenue Per Share 16.495 | Quarterly Revenue Growth 0.124 |
The market value of Artisan Partners Asset is measured differently than its book value, which is the value of Artisan that is recorded on the company's balance sheet. Investors also form their own opinion of Artisan Partners' value that differs from its market value or its book value, called intrinsic value, which is Artisan Partners' 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 Artisan Partners' market value can be influenced by many factors that don't directly affect Artisan Partners' 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 Artisan Partners' value and its price as these two are different measures arrived at by different means. Investors typically determine if Artisan Partners is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Artisan Partners' 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.
Artisan Partners '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 Artisan Partners' 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 Artisan Partners.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Artisan Partners on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Artisan Partners Asset or generate 0.0% return on investment in Artisan Partners over 30 days. Artisan Partners is related to or competes with Federated Premier, Blackrock Muniyield, Diamond Hill, NXG NextGen, Federated Investors, SEI Investments, and BlackRock Capital. Artisan Partners Asset Management Inc. is publicly owned investment manager More
Artisan Partners 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 Artisan Partners' 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 Artisan Partners Asset upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.0797 | |||
| Maximum Drawdown | 12.25 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 2.52 |
Artisan Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Partners' standard deviation. In reality, there are many statistical measures that can use Artisan Partners historical prices to predict the future Artisan Partners' volatility.| Risk Adjusted Performance | 0.1196 | |||
| Jensen Alpha | 0.0572 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0793 | |||
| Treynor Ratio | 0.1478 |
Artisan Partners Asset Backtested Returns
Artisan Partners appears to be very steady, given 3 months investment horizon. Artisan Partners Asset secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Artisan Partners Asset, which you can use to evaluate the volatility of the firm. Please makes use of Artisan Partners' Downside Deviation of 1.83, mean deviation of 1.33, and Risk Adjusted Performance of 0.1196 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Artisan Partners holds a performance score of 12. The firm shows a Beta (market volatility) of 1.76, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Artisan Partners will likely underperform. Please check Artisan Partners' semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Artisan Partners' price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
Artisan Partners Asset has good predictability. Overlapping area represents the amount of predictability between Artisan Partners time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Artisan Partners Asset price movement. The serial correlation of 0.78 indicates that around 78.0% of current Artisan Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Artisan Partners Asset lagged returns against current returns
Autocorrelation, which is Artisan Partners 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 Artisan Partners' stock expected returns. We can calculate the autocorrelation of Artisan Partners returns to help us make a trade decision. For example, suppose you find that Artisan Partners 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 |
Artisan Partners 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 Artisan Partners stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan Partners stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Artisan Partners stock over time.
Current vs Lagged Prices |
| Timeline |
Artisan Partners Lagged Returns
When evaluating Artisan Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Partners stock have on its future price. Artisan Partners 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, Artisan Partners autocorrelation shows the relationship between Artisan Partners stock current value and its past values and can show if there is a momentum factor associated with investing in Artisan Partners Asset.
Regressed Prices |
| Timeline |
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Artisan Partners 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.