Abacus Life Stock Alpha and Beta Analysis
| ABL Stock | 7.62 0.12 1.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abacus Life. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abacus Life over a specified time horizon. Remember, high Abacus Life's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Abacus Life's market risk premium analysis include:
Beta 0.69 | Alpha 0.0308 | Risk 2.42 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Abacus |
Abacus Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abacus Life market risk premium is the additional return an investor will receive from holding Abacus Life long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Abacus Life. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Abacus Life's performance over market.| α | 0.03 | β | 0.69 |
Abacus Life expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Abacus Life's Buy-and-hold return. Our buy-and-hold chart shows how Abacus Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Abacus Life Market Price Analysis
Market price analysis indicators help investors to evaluate how Abacus Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Abacus Life shares will generate the highest return on investment. By understating and applying Abacus Life stock market price indicators, traders can identify Abacus Life position entry and exit signals to maximize returns.
Abacus Life Return and Market Media
The median price of Abacus Life for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 7.67 with a coefficient of variation of 2.91. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 7.66, and mean deviation of 0.17. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Gusky Adam Samuel of 3000 shares of Abacus Life at 7.85 subject to Rule 16b-3 | 12/13/2024 |
2 | Disposition of 625000 shares by Jay Jackson of Abacus Life subject to Rule 16b-3 | 12/20/2024 |
3 | Insider Trading | 01/02/2025 |
4 | Abacus Life Price Target Lowered to 15.00 at B. Riley - MarketBeat | 01/07/2025 |
5 | ERES Declares January 2025 Monthly Distribution | 01/15/2025 |
6 | Do Options Traders Know Something About Abacus Life Stock We Dont | 01/21/2025 |
7 | Acquisition by Gusky Adam Samuel of 302 shares of Abacus Life at 9.91 subject to Rule 16b-3 | 01/30/2025 |
8 | Evernest Financial Advisors LLC Has 863,000 Holdings in Abacus Life, Inc. | 01/31/2025 |
9 | Acquisition by Mcnealy Sean of 76725 shares of Abacus Life at 12.37 subject to Rule 16b-3 | 02/11/2025 |
10 | Abacus Life to Announce Fourth Quarter 2024 Financial Resultson Thursday, March 27, 2025 | 02/25/2025 |
11 | Short Interest in Abacus Life, Inc. 9.875 percent Fixed Rate Senior Notes due 2028 Declines By 33.3 percent - Defense World | 03/04/2025 |
12 | Abacus Life Announces Rebrand to Abacus Global Management, Unveils Expanded Business Lines | 03/11/2025 |
13 | Is Abacus Life, Inc. The Oversold Financial Stock To Buy Right Now | 03/12/2025 |
About Abacus Life Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Abacus or other stocks. Alpha measures the amount that position in Abacus Life has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2024 | 2025 (projected) | Dividend Yield | 0.001288 | 0.00116 | 7.06E-4 | Price To Sales Ratio | 11.45 | 10.13 | 16.75 |
Abacus Life Upcoming Company Events
As portrayed in its financial statements, the presentation of Abacus Life's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Abacus Life's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Abacus Life's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Abacus Life. Please utilize our Beneish M Score to check the likelihood of Abacus Life's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Abacus Life
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out Abacus Life Backtesting, Abacus Life Valuation, Abacus Life Correlation, Abacus Life Hype Analysis, Abacus Life Volatility, Abacus Life History and analyze Abacus Life Performance. For more information on how to buy Abacus Stock please use our How to buy in Abacus Stock guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Abacus Life 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.