Assured Guaranty (Germany) Alpha and Beta Analysis
| DHU Stock | EUR 86.00 0.50 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Assured Guaranty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Assured Guaranty over a specified time horizon. Remember, high Assured Guaranty'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 Assured Guaranty's market risk premium analysis include:
Beta 1.69 | Alpha 0.17 | Risk 3.17 | Sharpe Ratio 0.1 | Expected Return 0.32 |
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.
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Assured Guaranty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Assured Guaranty market risk premium is the additional return an investor will receive from holding Assured Guaranty 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 Assured Guaranty. 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 Assured Guaranty's performance over market.| α | 0.17 | β | 1.69 |
Assured Guaranty 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 Assured Guaranty's Buy-and-hold return. Our buy-and-hold chart shows how Assured Guaranty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Assured Guaranty Market Price Analysis
Market price analysis indicators help investors to evaluate how Assured Guaranty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Assured Guaranty shares will generate the highest return on investment. By understating and applying Assured Guaranty stock market price indicators, traders can identify Assured Guaranty position entry and exit signals to maximize returns.
Assured Guaranty Return and Market Media
The median price of Assured Guaranty for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 77.72 with a coefficient of variation of 8.36. The daily time series for the period is distributed with a sample standard deviation of 6.57, arithmetic mean of 78.64, and mean deviation of 5.7. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Assured Guaranty 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 Assured or other stocks. Alpha measures the amount that position in Assured Guaranty 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Assured Guaranty in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Assured Guaranty's short interest history, or implied volatility extrapolated from Assured Guaranty options trading.
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Additional Information and Resources on Investing in Assured Stock
When determining whether Assured Guaranty offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Assured Guaranty's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Assured Guaranty Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Assured Guaranty Stock:Check out Assured Guaranty Backtesting, Assured Guaranty Valuation, Assured Guaranty Correlation, Assured Guaranty Hype Analysis, Assured Guaranty Volatility, Assured Guaranty History and analyze Assured Guaranty Performance. For more detail on how to invest in Assured Stock please use our How to Invest in Assured Guaranty guide.You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Assured Guaranty 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.