We consider American Financial very steady. American Financial secures Sharpe Ratio (or Efficiency) of 0.0124 which signifies that the organization had 0.0124% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for American Financial Group which you can use to evaluate future volatility of the firm. Please confirm American Financial Mean Deviation of 0.8949 and Risk Adjusted Performance of 0.0113 to double-check if risk estimate we provide are consistent with the epected return of 0.0147%.
90 Days Market Risk
Chance of Distress in 24 months
90 Days Economic Sensitivity
Almost mirrors market
|Horizon||30 Days Login to change|
American Financial Market Sensitivity
|American Financial returns are very sensitive to returns on the market. As market goes up or down, American Financial is expected to follow. 3 Months Beta |Analyze American Financial Demand TrendCheck current 30 days American Financial correlation with market (DOW)|
β = 0.9337
American Financial Central Daily Price Deviation
American Financial Technical Analysis
American Financial Projected Return Density Against MarketConsidering 30-days investment horizon, American Financial has beta of 0.9337 . This suggests American Financial Group market returns are highly-sensitive to returns on the market. As the market goes up or down, American Financial is expected to follow. Moreover, The company has an alpha of 0.0266 implying that it can potentially generate 0.0266% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Considering 30-days investment horizon, the coefficient of variation of American Financial is 8062.28. The daily returns are destributed with a variance of 1.41 and standard deviation of 1.19. The mean deviation of American Financial Group is currently at 0.91. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
|Alpha over DOW||=||0.0266|
|Beta against DOW||=||0.93|
American Financial Return Volatilitythe firm has volatility of 1.186% on return distribution over 30 days investment horizon. the entity inherits 0.9874% risk (volatility on return distribution) over the 30 days horizon.
American Financial Investment Opportunity
American Financial Group has a volatility of 1.19 and is 1.2 times more volatile than DOW. 10 of all equities and portfolios are less risky than American Financial. Compared to the overall equity markets, volatility of historical daily returns of American Financial Group is lower than 10 () of all global equities and portfolios over the last 30 days. Use American Financial Group to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of American Financial to be traded at $102.21 in 30 days. . American Financial returns are very sensitive to returns on the market. As market goes up or down, American Financial is expected to follow.
American Financial correlation with market
American Financial Current Risk Indicators
|Risk Adjusted Performance||0.0113|
|Market Risk Adjusted Performance||0.0116|
|Coefficient Of Variation||10190.79|
American Financial Suggested Diversification Pairs