Artisan Stock Market Value

APAM
 Stock
  

USD 35.25  0.28  0.80%   

Artisan Partners' market value is the price at which a share of Artisan Partners stock trades on a public exchange. It measures the collective expectations of Artisan Partners Asset investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Artisan Partners Asset and determine expected loss or profit from investing in Artisan Partners over a given investment horizon. Please continue to Artisan Partners Correlation, Artisan Partners Volatility and Artisan Partners Alpha and Beta module to complement your research on Artisan Partners.
Symbol


Is Artisan Partners' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Artisan Partners. If investors know Artisan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Artisan Partners listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
(0.50) 
Market Capitalization
2.4 B
Quarterly Revenue Growth YOY
(0.26) 
Return On Assets
0.2
Return On Equity
0.77
The market value of Artisan Partners Asset is measured differently than its book value, which is the value of Artisan that is recorded on the company's balance sheet. Investors also form their own opinion of Artisan Partners' value that differs from its market value or its book value, called intrinsic value, which is Artisan Partners' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Artisan Partners' market value can be influenced by many factors that don't directly affect Artisan Partners' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Artisan Partners' value and its price as these two are different measures arrived at by different means. Investors typically determine Artisan Partners value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Artisan Partners' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Artisan Partners 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Artisan Partners' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Artisan Partners.
0.00
09/05/2022
No Change 0.00  0.0 
In 3 months and 1 day
12/04/2022
0.00
If you would invest  0.00  in Artisan Partners on September 5, 2022 and sell it all today you would earn a total of 0.00 from holding Artisan Partners Asset or generate 0.0% return on investment in Artisan Partners over 90 days. Artisan Partners is related to or competes with Great Ajax, Ally Financial, AGNC Investment, Arbor Realty, Arlington Asset, and Amark Preci. Artisan Partners Asset Management Inc. is publicly owned investment manager More

Artisan Partners Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Artisan Partners' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Artisan Partners Asset upside and downside potential and time the market with a certain degree of confidence.

Artisan Partners Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Partners' standard deviation. In reality, there are many statistical measures that can use Artisan Partners historical prices to predict the future Artisan Partners' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Artisan Partners' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Artisan Partners in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
32.7235.1937.66
Details
Intrinsic
Valuation
LowReal ValueHigh
31.7342.4044.87
Details
5 Analysts
Consensus
LowTarget PriceHigh
48.0052.0058.00
Details
Earnings
Estimates (1)
LowProjected EPSHigh
4.994.994.99
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Artisan Partners. Your research has to be compared to or analyzed against Artisan Partners' peers to derive any actionable benefits. When done correctly, Artisan Partners' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Artisan Partners Asset.

Artisan Partners Asset Backtested Returns

We consider Artisan Partners very steady. Artisan Partners Asset secures Sharpe Ratio (or Efficiency) of 0.0686, which signifies that the company had 0.0686% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Artisan Partners Asset, which you can use to evaluate the future volatility of the firm. Please confirm Artisan Partners Asset Risk Adjusted Performance of 0.0759, mean deviation of 1.83, and Downside Deviation of 2.24 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%.
Artisan Partners has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.3833, which signifies a somewhat significant risk relative to the market. Let's try to break down what Artisan's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Artisan Partners will likely underperform. Although it is important to respect Artisan Partners Asset historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Artisan Partners Asset technical indicators, you can presently evaluate if the expected return of 0.17% will be sustainable into the future. Artisan Partners Asset right now shows a risk of 2.47%. Please confirm Artisan Partners Asset semi variance, and the relationship between the maximum drawdown and accumulation distribution to decide if Artisan Partners Asset will be following its price patterns.

Auto-correlation

    
  -0.95  

Near perfect reversele predictability

Artisan Partners Asset has near perfect reversele predictability. Overlapping area represents the amount of predictability between Artisan Partners time series from 5th of September 2022 to 20th of October 2022 and 20th of October 2022 to 4th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Artisan Partners Asset price movement. The serial correlation of -0.95 indicates that approximately 95.0% of current Artisan Partners price fluctuation can be explain by its past prices.
Correlation Coefficient-0.95
Spearman Rank Test-0.88
Residual Average0.0
Price Variance9.58

Artisan Partners Asset lagged returns against current returns

Autocorrelation, which is Artisan Partners stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Artisan Partners' stock expected returns. We can calculate the autocorrelation of Artisan Partners returns to help us make a trade decision. For example, suppose you find that Artisan Partners stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

Artisan Partners regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Artisan Partners stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan Partners stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Artisan Partners stock over time.
   Current vs Lagged Prices   
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       Timeline  

Artisan Partners Lagged Returns

When evaluating Artisan Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Partners stock have on its future price. Artisan Partners autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Artisan Partners autocorrelation shows the relationship between Artisan Partners stock current value and its past values and can show if there is a momentum factor associated with investing in Artisan Partners Asset.
   Regressed Prices   
Share
       Timeline  

Artisan Partners Investors Sentiment

The influence of Artisan Partners' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Artisan. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Artisan Partners' public news can be used to forecast risks associated with investment in Artisan. The trend in average sentiment can be used to explain how an investor holding Artisan can time the market purely based on public headlines and social activities around Artisan Partners Asset. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Artisan Partners' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Artisan Partners' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Artisan Partners' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Artisan Partners.
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 Artisan Partners 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, Artisan Partners' short interest history, or implied volatility extrapolated from Artisan Partners options trading.

Pair Trading with Artisan Partners

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Artisan Partners position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Artisan Partners will appreciate offsetting losses from the drop in the long position's value.

Moving together with Artisan Partners

+0.75BGCPBGC Partners Aggressive PushPairCorr
+0.88BLKBlackRock Fiscal Year End 13th of January 2023 PairCorr
+0.92CCitigroup Fiscal Year End 13th of January 2023 PairCorr
+0.62CBSHCommerce Bancshares SplitPairCorr
The ability to find closely correlated positions to Artisan Partners could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Artisan Partners when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Artisan Partners - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Artisan Partners Asset to buy it.
The correlation of Artisan Partners is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Artisan Partners moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Artisan Partners Asset moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Artisan Partners can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Artisan Partners Correlation, Artisan Partners Volatility and Artisan Partners Alpha and Beta module to complement your research on Artisan Partners. Note that the Artisan Partners Asset information on this page should be used as a complementary analysis to other Artisan Partners' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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When running Artisan Partners Asset price analysis, check to measure Artisan Partners' 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 Artisan Partners is operating at the current time. Most of Artisan Partners' value examination focuses on studying past and present price action to predict the probability of Artisan Partners' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Artisan Partners' price. Additionally, you may evaluate how the addition of Artisan Partners to your portfolios can decrease your overall portfolio volatility.
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Artisan Partners 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.
A focus of Artisan Partners technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Artisan Partners trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...