Alleghany Alpha and Beta Analysis

Y -- USA Stock  

Fiscal Quarter End: December 31, 2019  

This module allows you to check different measures of market premium for Alleghany Corporation as well as systematic risk associated with investing in Alleghany over a specified time horizon. See also Alleghany Backtesting, Alleghany Valuation, Alleghany Correlation, Alleghany Hype Analysis, Alleghany Volatility, Alleghany History and analyze Alleghany Performance.
Enterprise Value
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Alleghany Market Premiums

α0.015542   β0.55
30 days against DJI

Alleghany expected buy-and-hold returns

Alleghany Market Price Analysis

Alleghany Return and Market Media

The median price of Alleghany for the period between Thu, Aug 22, 2019 and Wed, Nov 20, 2019 is 771.49 with a coefficient of variation of 1.87. The daily time series for the period is distributed with a sample standard deviation of 14.4, arithmetic mean of 770.71, and mean deviation of 11.49. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Karen Brenner of 282 shares of Alleghany subj...08/30/2019
2
Exercise or conversion by Joseph Brandon of 916 shares of Al...09/03/2019
3
Sale by Will James F of 100 shares of Alleghany09/09/2019
4
Sale by Burns John J Jr of 1100 shares of Alleghany09/11/2019
5
Exercise or conversion by Karen Brenner of 518 shares of All...09/12/2019
6
Acquisition by Slattery James P of tradable shares of Allegh...09/18/2019
7
Alleghany exotic insider transaction detected09/19/2019
8
Sale by Burns John J Jr of tradable shares of Alleghany09/23/2019
9
Acquisition by John Sennott of 1840 shares of Alleghany subj...09/24/2019
10
Purchase by Joseph Brandon of 100 shares of Alleghany09/27/2019
11
Acquisition by Weston Hicks of tradable shares of Alleghany ...09/30/2019
12
Acquisition by Kerry Jacobs of tradable shares of Alleghany ...10/01/2019
13
Purchase by Joseph Brandon of 100 shares of Alleghany10/02/2019
14
Alleghany exotic insider transaction detected10/03/2019
15
Bona fide gift to Christopher Dalrymple of tradable shares o...10/04/2019
16
Sale by Burns John J Jr of 100 shares of Alleghany10/07/2019
17
Acquisition by Weston Hicks of tradable shares of Alleghany ...10/08/2019
18
Acquisition by Phillip Martineau of 234 shares of Alleghany ...10/09/2019
19
Danaher Stock Value Rose While Violich Capital Management Cu...10/10/2019
20
Utah Medical Products Holding Maintained by Everett Harris C...10/22/2019
21
Sale by Thomas Johnson of 100 shares of Alleghany10/23/2019
22
Bona fide gift to Burns John J Jr of tradable shares of Alle...10/24/2019
23
Sale by Kirby Allan P Jr of 4463 shares of Alleghany10/25/2019
24
Exercise or conversion by Noall Roger of tradable shares of ...10/28/2019
25
Alleghany exotic insider transaction detected10/29/2019
26
Purchase by John Sennott of 250 shares of Alleghany10/31/2019
27
Exercise or conversion by Raymond Wong of 528 shares of Alle...11/01/2019
28
Alleghany Del Valuation Rose While Mraz Amerine Associates H...11/04/2019
29
As Agilent Technologies Stock Value Declined, Tudor Investme...11/07/2019
30
Is Alleghany Corporation Set To Blow Up Urgence News - Urgen...11/13/2019
31
Acquisition by Joseph Brandon of 7390 shares of Alleghany su...11/19/2019

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