Amn Healthcare Services Stock Alpha and Beta Analysis
| AMN Stock | USD 26.03 0.26 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AMN Healthcare Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in AMN Healthcare over a specified time horizon. Remember, high AMN Healthcare'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 AMN Healthcare's market risk premium analysis include:
Beta 1.25 | Alpha (1.11) | Risk 5.02 | Sharpe Ratio (0.19) | Expected Return (0.96) |
AMN Healthcare 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.
AMN |
AMN Healthcare Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AMN Healthcare market risk premium is the additional return an investor will receive from holding AMN Healthcare 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 AMN Healthcare. 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 AMN Healthcare's performance over market.| α | -1.11 | β | 1.25 |
AMN Healthcare 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 AMN Healthcare's Buy-and-hold return. Our buy-and-hold chart shows how AMN Healthcare performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AMN Healthcare Market Price Analysis
Market price analysis indicators help investors to evaluate how AMN Healthcare stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AMN Healthcare shares will generate the highest return on investment. By understating and applying AMN Healthcare stock market price indicators, traders can identify AMN Healthcare position entry and exit signals to maximize returns.
AMN Healthcare Return and Market Media
The median price of AMN Healthcare for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 40.0 with a coefficient of variation of 21.03. The daily time series for the period is distributed with a sample standard deviation of 8.19, arithmetic mean of 38.97, and mean deviation of 6.11. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | FMR LLCs Strategic Acquisition of AMN Healthcare Services Inc Shares | 09/12/2024 |
2 | Disposition of 482 shares by Whitney Laughlin of AMN Healthcare subject to Rule 16b-3 | 09/13/2024 |
3 | Q2 2024 AMN Healthcare Services Inc Earnings Call Transcript | 10/09/2024 |
4 | Disposition of 2232 shares by Jeffrey Knudson of AMN Healthcare subject to Rule 16b-3 | 10/15/2024 |
5 | FMR LLCs Strategic Reduction in AMN Healthcare Services Inc | 11/07/2024 |
6 | AMN Healthcare Reports Q3 Earnings What Key Metrics Have to Say | 11/08/2024 |
7 | AMN Healthcare Commits to Science-Based Targets, Leading the Charge Towards a Sustainable Future | 11/11/2024 |
8 | AMN Healthcare Services, Inc. Shares Sold by New South Capital Management Inc. | 11/12/2024 |
9 | Boston Partners Reduces Stake in AMN Healthcare Services Inc | 11/15/2024 |
10 | Insider Trading | 11/21/2024 |
11 | FORA Capital LLC Has 1.04 Million Stake in AMN Healthcare Services, Inc. | 11/29/2024 |
About AMN Healthcare 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 AMN or other stocks. Alpha measures the amount that position in AMN Healthcare Services 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 | 2023 | 2024 (projected) | Days Sales Outstanding | 94.25 | 66.36 | 71.91 | 56.58 | PTB Ratio | 5.02 | 4.39 | 3.53 | 6.64 |
AMN Healthcare Upcoming Company Events
As portrayed in its financial statements, the presentation of AMN Healthcare's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AMN Healthcare's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AMN Healthcare's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AMN Healthcare. Please utilize our Beneish M Score to check the likelihood of AMN Healthcare's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with AMN Healthcare
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Align your risk with return expectations
Check out AMN Healthcare Backtesting, AMN Healthcare Valuation, AMN Healthcare Correlation, AMN Healthcare Hype Analysis, AMN Healthcare Volatility, AMN Healthcare History and analyze AMN Healthcare Performance. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
AMN Healthcare 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.