American Assets Trust Stock Alpha and Beta Analysis

AAT Stock  USD 21.64  0.55  2.61%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Assets Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Assets over a specified time horizon. Remember, high American Assets' 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 Assets' market risk premium analysis include:
Beta
1.72
Alpha
(0.26)
Risk
1.63
Sharpe Ratio
(0.02)
Expected Return
(0.03)
Please note that although American Assets alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, American Assets did 0.26  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of American Assets Trust stock's relative risk over its benchmark. American Assets Trust has a beta of 1.72  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, American Assets will likely underperform. Price Book Value Ratio is likely to gain to 1,506 in 2024. Enterprise Value Multiple is likely to gain to 7,226 in 2024.

American Assets Quarterly Cash And Equivalents

89.97 Million

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.
  
Check out American Assets Backtesting, American Assets Valuation, American Assets Correlation, American Assets Hype Analysis, American Assets Volatility, American Assets History and analyze American Assets Performance.

American Assets Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Assets market risk premium is the additional return an investor will receive from holding American Assets 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 Assets. 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 Assets' performance over market.
α-0.26   β1.72

American Assets 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 Assets' Buy-and-hold return. Our buy-and-hold chart shows how American Assets performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

American Assets Market Price Analysis

Market price analysis indicators help investors to evaluate how American Assets 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 Assets shares will generate the highest return on investment. By understating and applying American Assets stock market price indicators, traders can identify American Assets position entry and exit signals to maximize returns.

American Assets Return and Market Media

The median price of American Assets for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 21.65 with a coefficient of variation of 3.57. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 21.87, and mean deviation of 0.68. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
02/05/2024
2
American Assets Trust Full Year 2023 Earnings Beats Expectations
02/08/2024
3
American Assets Trust, Inc. Shares Sold by New York State Common Retirement Fund - AmericanBankingNEWS
02/21/2024
4
Senvest Management LLC Acquires 9,566 Shares of American Assets Trust, Inc.
02/26/2024
5
American Assets Trust Ticks All The Boxes When It Comes To Earnings Growth
03/08/2024
6
Is American Assets Trust, Inc a Leader in the REIT - Diversified Industry - InvestorsObserver
03/14/2024
7
Is American Assets Trust, Inc Stock a Attractive Value - InvestorsObserver
03/20/2024
 
American Assets dividend paid on 21st of March 2024
03/21/2024
8
Beam Therapeutics Announces Clearance of Clinical Trial Authorisation Application for BEAM-302 for the Treatment of Alpha-1 Antitrypsin Deficiency
03/26/2024

About American Assets 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 Assets Trust 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 Yield0.03110.04865.9E-55.6E-5
Price To Sales Ratio7.614.783.9K4.1K

American Assets Upcoming Company Events

As portrayed in its financial statements, the presentation of American Assets' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Assets' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Assets' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Assets. Please utilize our Beneish M Score to check the likelihood of American Assets' management manipulating its earnings.
6th of February 2024
Upcoming Quarterly Report
View
23rd of April 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
6th of February 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

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When determining whether American Assets Trust is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if American Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about American Assets Trust Stock. Highlighted below are key reports to facilitate an investment decision about American Assets Trust Stock:
Check out American Assets Backtesting, American Assets Valuation, American Assets Correlation, American Assets Hype Analysis, American Assets Volatility, American Assets History and analyze American Assets Performance.
Note that the American Assets Trust information on this page should be used as a complementary analysis to other American Assets' 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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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When running American Assets' price analysis, check to measure American Assets' 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 Assets is operating at the current time. Most of American Assets' value examination focuses on studying past and present price action to predict the probability of American Assets' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American Assets' price. Additionally, you may evaluate how the addition of American Assets to your portfolios can decrease your overall portfolio volatility.
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American Assets 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 Assets technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of American Assets 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...