American Stock Market Value

AIG -  USA Stock  

USD 60.05  1.41  2.40%

American International's market value is the price at which a share of American International stock trades on a public exchange. It measures the collective expectations of American International Group investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of American International Group and determine expected loss or profit from investing in American International over a given investment horizon. Please continue to American International Hype Analysis, American International Correlation, American International Valuation, American International Volatility, as well as analyze American International Alpha and Beta and American International Performance.
Symbol
Backtest


Is American International's 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 American International. If investors know American 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 American International listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of American International is measured differently than its book value, which is the value of American that is recorded on the company's balance sheet. Investors also form their own opinion of American International's value that differs from its market value or its book value, called intrinsic value, which is American International's 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 American International's market value can be influenced by many factors that don't directly affect American International's 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 American International's value and its price as these two are different measures arrived at by different means. Investors typically determine American International value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, American International's 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.

American International '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 American International's 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 American International.
0.00
04/17/2022
No Change 0.00  0.0 
In 30 days
05/17/2022
0.00
If you would invest  0.00  in American International on April 17, 2022 and sell it all today you would earn a total of 0.00 from holding American International Group or generate 0.0% return on investment in American International over 30 days. American International is related to or competes with Equitable Holdings, International General, and Arch Capital. American International Group, Inc. provides insurance products for commercial, institutional, and individual customers i...

American International 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 American International's 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 American International Group upside and downside potential and time the market with a certain degree of confidence.

American International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for American International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American International's standard deviation. In reality, there are many statistical measures that can use American International historical prices to predict the future American International's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of American International's 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. Please use the tools below to analyze the current value of American International in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
56.2158.6461.07
Details
Intrinsic
Valuation
LowReal ValueHigh
58.1960.6263.05
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Naive
Forecast
LowNext ValueHigh
56.9159.3461.77
Details
10 Analysts
Consensus
LowTarget PriceHigh
51.0062.2073.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as American International. Your research has to be compared to or analyzed against American International's peers to derive any actionable benefits. When done correctly, American International's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in American International.

American International Backtested Returns

American International secures Sharpe Ratio (or Efficiency) of -0.0032, which signifies that the company had -0.0032% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. American International Group exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm American International risk adjusted performance of (0.022914), and Mean Deviation of 1.8 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.4066, which signifies a somewhat significant risk relative to the market. Let's try to break down what American's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, American International will likely underperform. Even though it is essential to pay attention to American International historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. American International Group exposes twenty-eight different technical indicators, which can help you to evaluate its performance. American International has an expected return of -0.0077%. Please be advised to confirm American International treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside to decide if American International performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.60  

Good predictability

American International Group has good predictability. Overlapping area represents the amount of predictability between American International time series from 17th of April 2022 to 2nd of May 2022 and 2nd of May 2022 to 17th of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of American International price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current American International price fluctuation can be explain by its past prices.
Correlation Coefficient0.6
Spearman Rank Test0.45
Residual Average0.0
Price Variance3.3

American International lagged returns against current returns

Autocorrelation, which is American International 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 American International's stock expected returns. We can calculate the autocorrelation of American International returns to help us make a trade decision. For example, suppose you find that American International stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

American International 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 American International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American International stock over time.
 Current vs Lagged Prices 
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      Timeline 

American International Lagged Returns

When evaluating American International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American International stock have on its future price. American International 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, American International autocorrelation shows the relationship between American International stock current value and its past values and can show if there is a momentum factor associated with investing in American International Group.
 Regressed Prices 
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      Timeline 

American International Investors Sentiment

The influence of American International's 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 American. 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 markets does not have a solid backing from leading economists and market statisticians.

American International Implied Volatility

    
  36.31  
American International's implied volatility exposes the market's sentiment of American International Group stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if American International's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that American International stock will not fluctuate a lot when American International's options are near their expiration.
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 American International 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, American International's short interest history, or implied volatility extrapolated from American International options trading.

Current Sentiment - AIG

American International Investor Sentiment

Predominant part of Macroaxis users are presently bullish on American International Group. What is your sentiment towards investing in American International Group? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Trading with American International

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if American International position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in American International will appreciate offsetting losses from the drop in the long position's value.

American International Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to American International could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace American International when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back American International - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling American International Group to buy it.
The correlation of American International is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as American International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if American International moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for American International can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to American International Hype Analysis, American International Correlation, American International Valuation, American International Volatility, as well as analyze American International Alpha and Beta and American International Performance. Note that the American International information on this page should be used as a complementary analysis to other American International'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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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When running American International price analysis, check to measure American International'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 International is operating at the current time. Most of American International's value examination focuses on studying past and present price action to predict the probability of American International's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move American International's price. Additionally, you may evaluate how the addition of American International to your portfolios can decrease your overall portfolio volatility.
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American International 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.
A focus of American International technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of American International trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...