Assured Guaranty Stock Performance
| AGO Stock | USD 92.12 1.32 1.45% |
The firm shows a Beta (market volatility) of 0.8, 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 -0.0141%. Please make sure to confirm Assured Guaranty's treynor ratio, kurtosis, relative strength index, as well as the relationship between the downside variance and day median price , to decide if Assured Guaranty performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Assured Guaranty has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy technical and fundamental indicators, Assured Guaranty is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors. ...more
Actual Historical Performance (%)
One Day Return 1.45 | Five Day Return 0.95 | Year To Date Return 2.92 | Ten Year Return 247.75 | All Time Return 411.78 |
Forward Dividend Yield 0.015 | Payout Ratio | Forward Dividend Rate 1.36 | Dividend Date 2025-03-19 | Ex Dividend Date 2025-03-05 |
1 | Disposition of 25000 shares by Robert Bailenson of Assured Guaranty at 93.44 subject to Rule 16b-3 | 11/26/2024 |
2 | Assured Guaranty Ltd UK Regulatory Announcement FRN Variable Rate Fix | 12/02/2024 |
3 | Disposition of 34000 shares by Dominic Frederico of Assured Guaranty at 88.33 subject to Rule 16b-3 | 12/10/2024 |
4 | PREPA Bondholders Issue Statement | 01/03/2025 |
5 | Does Assured Guaranty Deserve A Spot On Your Watchlist | 01/14/2025 |
6 | Disposition of 1220 shares by Benjamin Rosenblum of Assured Guaranty at 84.93 subject to Rule 16b-3 | 01/24/2025 |
7 | Disposition of 1231 shares by Yukiko Omura of Assured Guaranty at 77.05 subject to Rule 16b-3 | 01/28/2025 |
8 | Lazard Reports Fourth-quarter and Full-year 2024 Results | 01/30/2025 |
9 | Kemper Beats Q4 Earnings and Revenue Estimates | 02/05/2025 |
10 | Assured Guaranty Ltd. to Report Full Year and Fourth Quarter 2024 Financial Results on February 27, 2025 | 02/12/2025 |
11 | Assured Guaranty raises dividend by 9.7 percent to 0.34 | 02/19/2025 |
12 | Assured Guaranty Ltd Announces 10 percent Increase in Quarterly Dividend | 02/20/2025 |
13 | Disposition of 21841 shares by Dominic Frederico of Assured Guaranty at 89.81 subject to Rule 16b-3 | 02/21/2025 |
| Begin Period Cash Flow | 207 M |
Assured |
Assured Guaranty Relative Risk vs. Return Landscape
If you would invest 9,328 in Assured Guaranty on November 28, 2024 and sell it today you would lose (116.00) from holding Assured Guaranty or give up 1.24% of portfolio value over 90 days. Assured Guaranty is generating negative expected returns assuming volatility of 1.2333% on return distribution over 90 days investment horizon. In other words, 11% of stocks are less volatile than Assured, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Assured Guaranty Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Assured Guaranty's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Assured Guaranty, and traders can use it to determine the average amount a Assured Guaranty's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0114
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| Negative Returns | AGO |
Estimated Market Risk
| 1.23 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Assured Guaranty is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Assured Guaranty by adding Assured Guaranty to a well-diversified portfolio.
Assured Guaranty Fundamentals Growth
Assured Stock prices reflect investors' perceptions of the future prospects and financial health of Assured Guaranty, and Assured Guaranty fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Assured Stock performance.
| Return On Equity | 0.14 | ||||
| Return On Asset | 0.0274 | ||||
| Profit Margin | 0.85 % | ||||
| Operating Margin | 0.80 % | ||||
| Current Valuation | 6.15 B | ||||
| Shares Outstanding | 50.9 M | ||||
| Price To Earning | 14.95 X | ||||
| Price To Book | 0.81 X | ||||
| Price To Sales | 5.41 X | ||||
| Revenue | 1.37 B | ||||
| Gross Profit | 901 M | ||||
| EBITDA | 646 M | ||||
| Net Income | 739 M | ||||
| Cash And Equivalents | 1.44 B | ||||
| Cash Per Share | 23.31 X | ||||
| Total Debt | 1.69 B | ||||
| Debt To Equity | 0.33 % | ||||
| Current Ratio | 0.81 X | ||||
| Book Value Per Share | 111.15 X | ||||
| Cash Flow From Operations | 461 M | ||||
| Earnings Per Share | 12.75 X | ||||
| Market Capitalization | 4.69 B | ||||
| Total Asset | 12.54 B | ||||
| Retained Earnings | 6.07 B | ||||
About Assured Guaranty Performance
By examining Assured Guaranty's fundamental ratios, stakeholders can obtain critical insights into Assured Guaranty's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Assured Guaranty is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | -7.3 K | -7.7 K | |
| Return On Tangible Assets | 0.07 | 0.04 | |
| Return On Capital Employed | 0.05 | 0.04 | |
| Return On Assets | 0.07 | 0.04 | |
| Return On Equity | 0.12 | 0.07 |
Things to note about Assured Guaranty performance evaluation
Checking the ongoing alerts about Assured Guaranty for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Assured Guaranty help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Assured Guaranty generated a negative expected return over the last 90 days | |
| Assured Guaranty has 1.69 B in debt with debt to equity (D/E) ratio of 0.33, which is OK given its current industry classification. Assured Guaranty has a current ratio of 0.79, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Note however, debt could still be an excellent tool for Assured to invest in growth at high rates of return. | |
| Over 95.0% of Assured Guaranty shares are held by institutions such as insurance companies | |
| Latest headline from gurufocus.com: Assured Guaranty Ltd Announces 10 percent Increase in Quarterly Dividend |
- Analyzing Assured Guaranty's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Assured Guaranty's stock is overvalued or undervalued compared to its peers.
- Examining Assured Guaranty's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Assured Guaranty's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Assured Guaranty's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Assured Guaranty's stock. These opinions can provide insight into Assured Guaranty's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Assured Guaranty. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price. To learn how to invest in Assured Stock, please use our How to Invest in Assured Guaranty guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
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 0.219 | Dividend Share 1.21 | Earnings Share 12.75 | Revenue Per Share | Quarterly Revenue Growth 0.01 |
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.