Fg Annuities Life Stock Market Value
FG Stock | USD 35.11 0.19 0.54% |
Symbol | FG Annuities |
FG Annuities Life Price To Book Ratio
Is FG Annuities' 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 FG Annuities. If investors know FG Annuities 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 FG Annuities 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 0.638 | Dividend Share 0.82 | Earnings Share (0.47) | Revenue Per Share 36.589 | Quarterly Revenue Growth 1.498 |
The market value of FG Annuities Life is measured differently than its book value, which is the value of FG Annuities that is recorded on the company's balance sheet. Investors also form their own opinion of FG Annuities' value that differs from its market value or its book value, called intrinsic value, which is FG Annuities' 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 FG Annuities' market value can be influenced by many factors that don't directly affect FG Annuities' 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 FG Annuities' value and its price as these two are different measures arrived at by different means. Investors typically determine if FG Annuities is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FG Annuities' 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.
FG Annuities '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 FG Annuities' 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 FG Annuities.
04/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in FG Annuities on April 24, 2023 and sell it all today you would earn a total of 0.00 from holding FG Annuities Life or generate 0.0% return on investment in FG Annuities over 360 days. FG Annuities is related to or competes with CNO Financial, MetLife Preferred, American Equity, Prudential Public, Brighthouse Financial, American Equity, and MetLife Preferred. FGL Holdings sells individual life insurance products and annuities in the United States More
FG Annuities 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 FG Annuities' 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 FG Annuities Life upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.11) | |||
Maximum Drawdown | 15.55 | |||
Value At Risk | (4.40) | |||
Potential Upside | 3.59 |
FG Annuities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FG Annuities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FG Annuities' standard deviation. In reality, there are many statistical measures that can use FG Annuities historical prices to predict the future FG Annuities' volatility.Risk Adjusted Performance | (0.05) | |||
Jensen Alpha | (0.29) | |||
Total Risk Alpha | (0.42) | |||
Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FG Annuities' 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.
FG Annuities Life Backtested Returns
FG Annuities Life retains Efficiency (Sharpe Ratio) of -0.12, which denotes the company had a -0.12% return per unit of price deviation over the last 3 months. FG Annuities exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FG Annuities' Information Ratio of (0.11), market risk adjusted performance of (0.19), and Standard Deviation of 2.53 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.18, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, FG Annuities will likely underperform. FG Annuities Life has an expected return of -0.3%. Please make sure to confirm FG Annuities Life value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if FG Annuities Life performance from the past will be repeated sooner or later.
Auto-correlation | 0.30 |
Below average predictability
FG Annuities Life has below average predictability. Overlapping area represents the amount of predictability between FG Annuities time series from 24th of April 2023 to 21st of October 2023 and 21st of October 2023 to 18th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FG Annuities Life price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current FG Annuities price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.3 | |
Spearman Rank Test | -0.07 | |
Residual Average | 0.0 | |
Price Variance | 21.44 |
FG Annuities Life lagged returns against current returns
Autocorrelation, which is FG Annuities 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 FG Annuities' stock expected returns. We can calculate the autocorrelation of FG Annuities returns to help us make a trade decision. For example, suppose you find that FG Annuities 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 price movement to match the lagging time series.
Current and Lagged Values |
Timeline |
FG Annuities 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 FG Annuities stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FG Annuities stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FG Annuities stock over time.
Current vs Lagged Prices |
Timeline |
FG Annuities Lagged Returns
When evaluating FG Annuities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FG Annuities stock have on its future price. FG Annuities 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, FG Annuities autocorrelation shows the relationship between FG Annuities stock current value and its past values and can show if there is a momentum factor associated with investing in FG Annuities Life.
Regressed Prices |
Timeline |
FG Annuities Investors Sentiment
The influence of FG Annuities' 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 FG Annuities. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to FG Annuities' public news can be used to forecast risks associated with an investment in FG Annuities. The trend in average sentiment can be used to explain how an investor holding FG Annuities can time the market purely based on public headlines and social activities around FG Annuities Life. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
FG Annuities' 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 FG Annuities' 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 FG Annuities' news discussions. The higher the estimated score, the more favorable is the investor's outlook on FG Annuities.
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 FG Annuities 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, FG Annuities' short interest history, or implied volatility extrapolated from FG Annuities options trading.
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Try AI Portfolio ArchitectCheck out FG Annuities Correlation, FG Annuities Volatility and FG Annuities Alpha and Beta module to complement your research on FG Annuities. Note that the FG Annuities Life information on this page should be used as a complementary analysis to other FG Annuities' 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 the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
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