Affiliated Stock Alpha and Beta Analysis

AMG
 Stock
  

USD 155.11  1.77  1.13%   

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.
Please continue to Affiliated Managers Backtesting, Affiliated Managers Valuation, Affiliated Managers Correlation, Affiliated Managers Hype Analysis, Affiliated Managers Volatility, Affiliated Managers History and analyze Affiliated Managers Performance.
  
Please note that although Affiliated Managers alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Affiliated Managers did 0.18  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Affiliated Managers Group stock's relative risk over its benchmark. Affiliated Managers has a beta of 1.54  . Let's try to break down what Affiliated'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, Affiliated Managers will likely underperform.
Affiliated Managers Enterprise Value over EBITDA is projected to slightly decrease based on the last few years of reporting. The past year's Enterprise Value over EBITDA was at 8.52. The current year Price to Book Value is expected to grow to 2.45, whereas Tangible Assets Book Value per Share are forecasted to decline to 93.62.
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.

Enterprise Value

7.96 Billion

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.
α0.18   β1.54
90 days against DJI

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 Tue, Aug 30, 2022 and Mon, Nov 28, 2022 is 124.91 with a coefficient of variation of 10.68. The daily time series for the period is distributed with a sample standard deviation of 13.74, arithmetic mean of 128.69, and mean deviation of 10.76. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Bullish Affiliated Managers Group, Inc. investors are yet to...09/02/2022
2
We Ran A Stock Scan For Earnings Growth And Affiliated Manag...09/13/2022
3
NatWest Group Stock Management Returns A Huge Amount To Shar...09/27/2022
4
EPS Estimate09/30/2022
5
Affiliated Managers Group Reaches New 52-Week Low on Analyst...10/13/2022
6
Virtus Investment Partners Announces Financial Results for T...10/26/2022
7
EPS Reported11/07/2022
8
Buy These Quality Baby Bonds From Affiliated Managers Group ...11/15/2022

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.
 2020 2021 2022 (projected)
Long Term Debt to Equity0.830.890.73
Interest Coverage6.618.017.55

Affiliated Managers Upcoming Company Events

As portrayed in its financial statements, the presentation of Affiliated Managers' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Affiliated Managers' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Affiliated Managers' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Affiliated Managers. Please utilize our Beneish M Score to check the likelihood of Affiliated Managers' management manipulating its earnings.
Upcoming Quarterly Report14th of February 2022
Next Financial Report2nd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End14th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Affiliated Managers

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Please continue to 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 Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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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 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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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.
A focus of Affiliated Managers technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Affiliated Managers 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...