Affiliated Managers Group, Stock Alpha and Beta Analysis
| MGRE Stock | 25.48 0.14 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Affiliated Managers Group,. It also helps investors analyze the systematic and unsystematic risks associated with investing in Affiliated Managers over a specified time horizon. Remember, high Affiliated Managers' 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 Affiliated Managers' market risk premium analysis include:
Beta 0.0235 | Alpha 0.005709 | Risk 0.4 | Sharpe Ratio 0.0438 | Expected Return 0.0174 |
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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.
Affiliated |
Affiliated Managers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Affiliated Managers market risk premium is the additional return an investor will receive from holding Affiliated Managers 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 Affiliated Managers. 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 Affiliated Managers' performance over market.| α | 0.01 | β | 0.02 |
Affiliated Managers 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 Affiliated Managers' Buy-and-hold return. Our buy-and-hold chart shows how Affiliated Managers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Affiliated Managers Market Price Analysis
Market price analysis indicators help investors to evaluate how Affiliated Managers stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Affiliated Managers shares will generate the highest return on investment. By understating and applying Affiliated Managers stock market price indicators, traders can identify Affiliated Managers position entry and exit signals to maximize returns.
Affiliated Managers Return and Market Media
The median price of Affiliated Managers for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 25.65 with a coefficient of variation of 0.96. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 25.64, and mean deviation of 0.21. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
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 |
About Affiliated Managers 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 Affiliated or other stocks. Alpha measures the amount that position in Affiliated Managers 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) | Dividend Yield | 2.49E-4 | 2.62E-4 | 2.82E-4 | 2.68E-4 | Price To Sales Ratio | 2.83 | 2.62 | 2.58 | 3.45 |
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 Affiliated Managers 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, Affiliated Managers' short interest history, or implied volatility extrapolated from Affiliated Managers options trading.
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Check out Affiliated Managers Backtesting, Affiliated Managers Valuation, Affiliated Managers Correlation, Affiliated Managers Hype Analysis, Affiliated Managers Volatility, Affiliated Managers History and analyze Affiliated Managers Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Affiliated Managers 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.