American Equity Investment Stock Alpha and Beta Analysis
| AEL Stock | USD 55.99 0.26 0.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Equity Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Equity over a specified time horizon. Remember, high American Equity'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. Key technical indicators related to American Equity's market risk premium analysis include:
Beta 0.27 | Alpha (0.01) | Risk 0.3 | Sharpe Ratio 0.0872 | Expected Return 0.0263 |
American Equity Quarterly Cash And Equivalents |
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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.
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American Equity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Equity market risk premium is the additional return an investor will receive from holding American Equity 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 American Equity. 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 American Equity's performance over market.| α | -0.0074 | β | 0.27 |
American Equity 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 American Equity's Buy-and-hold return. Our buy-and-hold chart shows how American Equity performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Equity Market Price Analysis
Market price analysis indicators help investors to evaluate how American Equity stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading American Equity shares will generate the highest return on investment. By understating and applying American Equity stock market price indicators, traders can identify American Equity position entry and exit signals to maximize returns.
American Equity Return and Market Media
The median price of American Equity for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 55.21 with a coefficient of variation of 0.62. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 55.32, and mean deviation of 0.29. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | American Equity Investment Life Issues Quarterly Earnings Results | 02/15/2024 |
2 | American Equity exotic insider transaction detected | 02/22/2024 |
3 | Disposition of 10771 shares by Anant Bhalla of American Equity at 55.58 subject to Rule 16b-3 | 02/23/2024 |
4 | Acquisition by Anant Bhalla of 99028 shares of American Equity subject to Rule 16b-3 | 02/29/2024 |
5 | American Equity Agrees To Sell 20 percent Stake To Brookfield, Snubbing Athenes Takeover Bid - AOL | 03/04/2024 |
6 | American Equity Investment Life Holding Short Interest Update - MarketBeat | 03/06/2024 |
7 | American Equity Investment Life Holding Given Consensus Recommendation of Hold by Brokerages - Defense World | 03/12/2024 |
8 | American Century Companies Inc. Purchases 230,465 Shares of American Equity Investment Life Holding - MarketBeat | 03/18/2024 |
9 | Disposition of 52467 shares by Anant Bhalla of American Equity at 55.76 subject to Rule 16b-3 | 03/22/2024 |
10 | American Equity Investment Life Holding Sees Significant Growth in Short Interest - Defense World | 04/04/2024 |
11 | Adams Street Partners Raises 1 Billion for First Middle Market CLO | 04/09/2024 |
12 | American Equity Investment Life Holding Increases Dividend to 0.38 Per Share - MarketBeat | 04/10/2024 |
13 | 31,200 Shares in American Equity Investment Life Holding Acquired by Louisiana State Employees ... - MarketBeat | 04/19/2024 |
About American Equity 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 American or other stocks. Alpha measures the amount that position in American Equity Inve 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 | 0.0206 | 0.018 | 0.009848 | 0.006682 | Price To Sales Ratio | 0.9 | 1.1 | 2.62 | 2.75 |
American Equity Upcoming Company Events
As portrayed in its financial statements, the presentation of American Equity's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Equity's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Equity's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Equity. Please utilize our Beneish M Score to check the likelihood of American Equity's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with American Equity
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.Build Diversified Portfolios
Align your risk with return expectations
Check out American Equity Backtesting, American Equity Valuation, American Equity Correlation, American Equity Hype Analysis, American Equity Volatility, American Equity History and analyze American Equity Performance. Note that the American Equity Inve information on this page should be used as a complementary analysis to other American Equity'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 the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for American Stock analysis
When running American Equity's price analysis, check to measure American Equity'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 American Equity is operating at the current time. Most of American Equity's value examination focuses on studying past and present price action to predict the probability of American Equity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American Equity's price. Additionally, you may evaluate how the addition of American Equity to your portfolios can decrease your overall portfolio volatility.
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American Equity 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.