Associated Stock Alpha and Beta Analysis


USD 42.07  0.43  1.03%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Associated Capital Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Associated Capital over a specified time horizon. Remember, high Associated Capital'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.
Please continue to Associated Capital Backtesting, Associated Capital Valuation, Associated Capital Correlation, Associated Capital Hype Analysis, Associated Capital Volatility, Associated Capital History and analyze Associated Capital Performance.
Please note that although Associated Capital 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., NYSE Composite index.) So in this particular case, Associated Capital did 0.036916  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 Associated Capital Group stock's relative risk over its benchmark. Associated Capital has a beta of 0.53  . Let's try to break down what Associated's beta means in this case. As returns on the market increase, Associated Capital returns are expected to increase less than the market. However, during the bear market, the loss on holding Associated Capital will be expected to be smaller as well.
Associated Capital Book Value per Share is projected to increase significantly based on the last few years of reporting. The past year's Book Value per Share was at 42.36. The current year Enterprise Value over EBIT is expected to grow to 5.39, whereas Price to Book Value is forecasted to decline to 0.93.
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

502.73 Million

Associated Capital Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Associated Capital market risk premium is the additional return an investor will receive from holding Associated Capital 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 Associated Capital. 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 Associated Capital's performance over market.
α0.036916   β0.53
90 days against NYA

Associated Capital 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 Associated Capital's Buy-and-hold return. Our buy-and-hold chart shows how Associated Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Associated Capital Market Price Analysis

Market price analysis indicators help investors to evaluate how Associated Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Associated Capital shares will generate the highest return on investment. By understating and applying Associated Capital stock market price indicators, traders can identify Associated Capital position entry and exit signals to maximize returns.

Associated Capital Return and Market Media

The median price of Associated Capital for the period between Tue, Sep 6, 2022 and Mon, Dec 5, 2022 is 40.16 with a coefficient of variation of 3.89. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 39.65, and mean deviation of 1.17. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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EPS Reported11/11/2022
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About Associated Capital 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 Associated or other stocks. Alpha measures the amount that position in Associated Capital 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.
 2017 2018 2021 2022 (projected)
Accrued Expenses Turnover4.325.034.533.85
Accounts Payable Turnover1.661.811.631.47

Associated Capital Upcoming Company Events

As portrayed in its financial statements, the presentation of Associated Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Associated Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Associated Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Associated Capital. Please utilize our Beneish M Score to check the likelihood of Associated Capital's management manipulating its earnings.
Upcoming Quarterly Report9th of February 2022
Next Fiscal Quarter End31st of December 2021

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Please continue to Associated Capital Backtesting, Associated Capital Valuation, Associated Capital Correlation, Associated Capital Hype Analysis, Associated Capital Volatility, Associated Capital History and analyze Associated Capital Performance. Note that the Associated Capital information on this page should be used as a complementary analysis to other Associated Capital's 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 Associated Capital price analysis, check to measure Associated Capital's 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 Associated Capital is operating at the current time. Most of Associated Capital's value examination focuses on studying past and present price action to predict the probability of Associated Capital's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Associated Capital's price. Additionally, you may evaluate how the addition of Associated Capital to your portfolios can decrease your overall portfolio volatility.
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Associated Capital 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 Associated Capital technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Associated Capital 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...