Affiliated Managers Group, Stock Performance
| MGRE Stock | 25.48 0.14 0.55% |
Affiliated Managers has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0235, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Affiliated Managers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Affiliated Managers is expected to be smaller as well. Affiliated Managers right now shows a risk of 0.4%. Please confirm Affiliated Managers jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Affiliated Managers will be following its price patterns.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Affiliated Managers Group, are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Affiliated Managers is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Actual Historical Performance (%)
One Day Return 0.55 | Year To Date Return (0.39) | Ten Year Return (0.39) | All Time Return (0.39) |
1 | Affiliated Managers Group, Inc. Shares Sold by Rhumbline Advisers - MarketBeat | 09/11/2024 |
| Affiliated Managers dividend paid on 27th of September 2024 | 09/27/2024 |
| Affiliated Managers dividend paid on 30th of September 2024 | 09/30/2024 |
2 | Affiliated Managers Group, Inc. Shares Sold by Bruni J V Co. Co. - MarketBeat | 11/19/2024 |
Affiliated |
Affiliated Managers Relative Risk vs. Return Landscape
If you would invest 2,521 in Affiliated Managers Group, on September 2, 2024 and sell it today you would earn a total of 27.00 from holding Affiliated Managers Group, or generate 1.07% return on investment over 90 days. Affiliated Managers Group, is currently generating 0.0174% in daily expected returns and assumes 0.3979% risk (volatility on return distribution) over the 90 days horizon. In different words, 3% of stocks are less volatile than Affiliated, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Affiliated Managers Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Affiliated Managers' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Affiliated Managers Group,, and traders can use it to determine the average amount a Affiliated Managers' 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 = 0.0438
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| Negative Returns | MGRE |
Estimated Market Risk
| 0.4 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Affiliated Managers is performing at about 3% of its full potential. 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 Affiliated Managers by adding it to a well-diversified portfolio.
About Affiliated Managers Performance
By analyzing Affiliated Managers' fundamental ratios, stakeholders can gain valuable insights into Affiliated Managers' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Affiliated Managers has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Affiliated Managers has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | 451.81 | 474.40 | |
| Return On Tangible Assets | 0.14 | 0.08 | |
| Return On Capital Employed | 0.09 | 0.14 | |
| Return On Assets | 0.07 | 0.04 | |
| Return On Equity | 0.19 | 0.11 |
Things to note about Affiliated Managers performance evaluation
Checking the ongoing alerts about Affiliated Managers for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Affiliated Managers help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Affiliated Managers has a poor financial position based on the latest SEC disclosures | |
| Latest headline from news.google.com: Affiliated Managers Group, Inc. Shares Sold by Bruni J V Co. Co. - MarketBeat |
- Analyzing Affiliated Managers' 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 Affiliated Managers' stock is overvalued or undervalued compared to its peers.
- Examining Affiliated Managers' 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 Affiliated Managers' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Affiliated Managers' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Affiliated Managers' stock. These opinions can provide insight into Affiliated Managers' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Affiliated Stock analysis
When running Affiliated Managers' price analysis, check to measure Affiliated Managers' 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 Affiliated Managers is operating at the current time. Most of Affiliated Managers' value examination focuses on studying past and present price action to predict the probability of Affiliated Managers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Affiliated Managers' price. Additionally, you may evaluate how the addition of Affiliated Managers to your portfolios can decrease your overall portfolio volatility.
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