Assurant Stock Alpha and Beta Analysis
| AIZ Stock | USD 206.80 4.00 1.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Assurant. It also helps investors analyze the systematic and unsystematic risks associated with investing in Assurant over a specified time horizon. Remember, high Assurant'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 Assurant's market risk premium analysis include:
Beta 0.79 | Alpha (0.1) | Risk 1.28 | Sharpe Ratio (0.11) | Expected Return (0.14) |
Assurant Quarterly Cash And Equivalents |
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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.
Assurant |
Assurant Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Assurant market risk premium is the additional return an investor will receive from holding Assurant 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 Assurant. 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 Assurant's performance over market.| α | -0.1 | β | 0.79 |
Assurant 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 Assurant's Buy-and-hold return. Our buy-and-hold chart shows how Assurant performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Assurant Market Price Analysis
Market price analysis indicators help investors to evaluate how Assurant stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Assurant shares will generate the highest return on investment. By understating and applying Assurant stock market price indicators, traders can identify Assurant position entry and exit signals to maximize returns.
Assurant Return and Market Media
The median price of Assurant for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 212.53 with a coefficient of variation of 3.47. The daily time series for the period is distributed with a sample standard deviation of 7.38, arithmetic mean of 212.9, and mean deviation of 5.92. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Assurant dividend paid on 30th of December 2024 | 12/30/2024 |
1 | Insider Trading | 12/31/2024 |
2 | Disposition of 220 shares by Dimitry DiRienzo of Assurant at 159.94 subject to Rule 16b-3 | 01/08/2025 |
3 | Acquisition by Dimitry DiRienzo of 1073 shares of Assurant subject to Rule 16b-3 | 01/24/2025 |
4 | Assurant Inc Launches Mobile Claims Support for California Wildfire Victims | 01/27/2025 |
5 | Samenvatting Assurant kondigt wijzigingen in het bestuur in Europa en Latijns-Amerika aan | 01/30/2025 |
| Assurant dividend paid on 3rd of February 2025 | 02/03/2025 |
6 | Seeking Clues to Assurant Q4 Earnings A Peek Into Wall Street Projections for Key Metrics | 02/06/2025 |
7 | Assurant Posts Quarterly Earnings Results, Beats Expectations By 0.83 EPS | 02/11/2025 |
8 | Assurant targets high single-digit growth for EBITDA and EPS in 2025 with Connected Living momentum | 02/12/2025 |
9 | Assurant Inc Q4 2024 Earnings Call Highlights Strong Growth in Adjusted EBITDA and ... | 02/13/2025 |
10 | Acquisition by Jenns Martin of 766 shares of Assurant subject to Rule 16b-3 | 02/14/2025 |
11 | Disposition of 1130 shares by Biju Nair of Assurant at 201.8726 subject to Rule 16b-3 | 02/19/2025 |
12 | Half Year 2025 Air New Zealand Ltd Earnings Call Transcript | 02/20/2025 |
13 | AM Best Upgrades Financial Strength Rating and Issuer Credit Rating of Virginia Surety Seguros de Mxico, S.A. de C.V. | 02/21/2025 |
14 | Implied Volatility Surging for Assurant Stock Options | 02/25/2025 |
About Assurant 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 Assurant or other stocks. Alpha measures the amount that position in Assurant 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.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0176 | 0.0221 | 0.014 | Price To Sales Ratio | 0.9 | 0.67 | 0.94 |
Assurant Upcoming Company Events
As portrayed in its financial statements, the presentation of Assurant's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Assurant's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Assurant's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Assurant. Please utilize our Beneish M Score to check the likelihood of Assurant's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Assurant Stock Analysis
When running Assurant's price analysis, check to measure Assurant's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Assurant is operating at the current time. Most of Assurant's value examination focuses on studying past and present price action to predict the probability of Assurant's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Assurant's price. Additionally, you may evaluate how the addition of Assurant to your portfolios can decrease your overall portfolio volatility.