American Water Works Stock Alpha and Beta Analysis
| AWK Stock | USD 117.35 1.95 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Water Works. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Water over a specified time horizon. Remember, high American Water'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 Water's market risk premium analysis include:
Beta 1.09 | Alpha (0.22) | Risk 1.37 | Sharpe Ratio (0.08) | Expected Return (0.11) |
American Water 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.
American |
American Water Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Water market risk premium is the additional return an investor will receive from holding American Water 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 Water. 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 Water's performance over market.| α | -0.22 | β | 1.09 |
American Water 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 Water's Buy-and-hold return. Our buy-and-hold chart shows how American Water performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Water Market Price Analysis
Market price analysis indicators help investors to evaluate how American Water 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 Water shares will generate the highest return on investment. By understating and applying American Water stock market price indicators, traders can identify American Water position entry and exit signals to maximize returns.
American Water Return and Market Media
The median price of American Water for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 120.31 with a coefficient of variation of 2.51. The daily time series for the period is distributed with a sample standard deviation of 3.03, arithmetic mean of 120.52, and mean deviation of 2.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Payment of 168 shares by Melissa Wikle of American Water subject to Rule 16b-3 | 02/26/2024 |
| American Water dividend paid on 1st of March 2024 | 03/01/2024 |
2 | Why Is American Water Works Down 4.7 percent Since Last Earnings Report | 03/15/2024 |
3 | American Waters Military Services Group to Contribute Expertise at Energy Exchange 2024 Conference | 03/21/2024 |
4 | American Water Works Company investors are sitting on a loss of 14 percent if they invested three years ago | 03/28/2024 |
5 | California American Water Strengthens Water Reliability in Arden-Arcade with New Cottage Way Well | 04/04/2024 |
6 | Reasons to Add American Water Works to Your Portfolio | 04/09/2024 |
7 | American Waters 2024 First Quarter Conference Call Scheduled for May 2, 2024 | 04/10/2024 |
8 | The past three years for American Water Works Company investors has not been profitable | 04/11/2024 |
9 | Heres Why American Water Works Company Has A Meaningful Debt Burden | 04/15/2024 |
10 | Reasons to Add The York Water to Your Portfolio Now | 04/16/2024 |
About American Water 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 Water Works 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 | 0.0125 | 0.0168 | 0.0209 | 0.0198 | Price To Sales Ratio | 8.75 | 7.32 | 6.02 | 6.32 |
American Water Upcoming Company Events
As portrayed in its financial statements, the presentation of American Water's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Water's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Water's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Water. Please utilize our Beneish M Score to check the likelihood of American Water's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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 Water
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 Water Backtesting, American Water Valuation, American Water Correlation, American Water Hype Analysis, American Water Volatility, American Water History and analyze American Water Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for American Stock analysis
When running American Water's price analysis, check to measure American Water'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 Water is operating at the current time. Most of American Water's value examination focuses on studying past and present price action to predict the probability of American Water'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 Water's price. Additionally, you may evaluate how the addition of American Water to your portfolios can decrease your overall portfolio volatility.
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American Water 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.