Fg Annuities Life Stock Market Value
| FGSN Stock | 24.61 0.03 0.12% |
| Symbol | FGSN |
Is 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 FG Annuities. If investors know FGSN 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 FG Annuities listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of FG Annuities Life is measured differently than its book value, which is the value of FGSN that is recorded on the company's balance sheet. Investors also form their own opinion of FG Annuities' value that differs from its market value or its book value, called intrinsic value, which is FG Annuities' 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 FG Annuities' market value can be influenced by many factors that don't directly affect FG Annuities' 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 FG Annuities' value and its price as these two are different measures arrived at by different means. Investors typically determine if FG Annuities is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FG Annuities' 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.
FG Annuities '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 FG Annuities' 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 FG Annuities.
| 04/01/2023 |
| 03/21/2025 |
If you would invest 0.00 in FG Annuities on April 1, 2023 and sell it all today you would earn a total of 0.00 from holding FG Annuities Life or generate 0.0% return on investment in FG Annuities over 720 days. FG Annuities is related to or competes with MetLife Preferred, MetLife Preferred, MetLife Preferred, Brookfield Wealth, FG Annuities, and Health In. FG Annuities is entity of United States. It is traded as Stock on NYSE exchange. More
FG Annuities 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 FG Annuities' 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 FG Annuities Life upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1334 | |||
| Maximum Drawdown | 1.05 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.405 |
FG Annuities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FG Annuities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FG Annuities' standard deviation. In reality, there are many statistical measures that can use FG Annuities historical prices to predict the future FG Annuities' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 14.28 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FG Annuities' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
FG Annuities Life Backtested Returns
FG Annuities Life retains Efficiency (Sharpe Ratio) of -0.0998, which denotes the company had a -0.0998 % return per unit of price deviation over the last 3 months. FG Annuities exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FG Annuities' Standard Deviation of 0.2531, information ratio of 0.1334, and Market Risk Adjusted Performance of 14.29 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.0027, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FG Annuities are expected to decrease at a much lower rate. During the bear market, FG Annuities is likely to outperform the market. At this point, FG Annuities Life has a negative expected return of -0.0251%. Please make sure to confirm FG Annuities' information ratio, as well as the relationship between the potential upside and rate of daily change , to decide if FG Annuities Life performance from the past will be repeated sooner or later.
Auto-correlation | 0.00 |
No correlation between past and present
FG Annuities Life has no correlation between past and present. Overlapping area represents the amount of predictability between FG Annuities time series from 1st of April 2023 to 26th of March 2024 and 26th of March 2024 to 21st 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 FG Annuities Life price movement. The serial correlation of 0.0 indicates that just 0.0% of current FG Annuities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FG Annuities Life lagged returns against current returns
Autocorrelation, which is FG Annuities 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 FG Annuities' stock expected returns. We can calculate the autocorrelation of FG Annuities returns to help us make a trade decision. For example, suppose you find that FG Annuities 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 |
FG Annuities 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 FG Annuities stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FG Annuities stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FG Annuities stock over time.
Current vs Lagged Prices |
| Timeline |
FG Annuities Lagged Returns
When evaluating FG Annuities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FG Annuities stock have on its future price. FG Annuities 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, FG Annuities autocorrelation shows the relationship between FG Annuities stock current value and its past values and can show if there is a momentum factor associated with investing in FG Annuities Life.
Regressed Prices |
| Timeline |
Pair Trading with FG Annuities
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if FG Annuities position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in FG Annuities will appreciate offsetting losses from the drop in the long position's value.Moving against FGSN Stock
The ability to find closely correlated positions to FG Annuities could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace FG Annuities when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back FG Annuities - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling FG Annuities Life to buy it.
The correlation of FG Annuities is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as FG Annuities moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FG Annuities Life moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for FG Annuities can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out FG Annuities Correlation, FG Annuities Volatility and FG Annuities Alpha and Beta module to complement your research on FG Annuities. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
FG Annuities 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.