Ally Financial Stock Alpha and Beta Analysis
| ALLY Stock | USD 36.27 0.31 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ally Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ally Financial over a specified time horizon. Remember, high Ally Financial'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 Ally Financial's market risk premium analysis include:
Beta 1.97 | Alpha 0.0763 | Risk 1.73 | Sharpe Ratio 0.034 | Expected Return 0.059 |
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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.
Ally |
Ally Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ally Financial market risk premium is the additional return an investor will receive from holding Ally Financial 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 Ally Financial. 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 Ally Financial's performance over market.| α | 0.08 | β | 1.97 |
Ally Financial 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 Ally Financial's Buy-and-hold return. Our buy-and-hold chart shows how Ally Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ally Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Ally Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ally Financial shares will generate the highest return on investment. By understating and applying Ally Financial stock market price indicators, traders can identify Ally Financial position entry and exit signals to maximize returns.
Ally Financial Return and Market Media
The median price of Ally Financial for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 36.87 with a coefficient of variation of 4.75. The daily time series for the period is distributed with a sample standard deviation of 1.76, arithmetic mean of 37.01, and mean deviation of 1.29. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Ally Financial dividend paid on 1st of February 2024 | 02/01/2024 |
| Ally Financial dividend paid on 15th of February 2024 | 02/15/2024 |
1 | Ally enhances tech-savvy message with Charlotte FC fans | 02/22/2024 |
2 | The WNBA has a new Ally Las Vegas Aces and Ally Financial Announce Multi-Year Deal, Aces Players Join Team Ally | 03/05/2024 |
3 | Ally Bank Launches Home Grant Program Alongside New Eligibility Search Tool | 03/19/2024 |
4 | Ally Financial Names Discover Chief Michael Rhodes as CEO | 03/28/2024 |
5 | Prosperity Bancshares Completes Lone Star Acquisition | 04/02/2024 |
6 | Ally Financial stock downgraded, JPMorgan sees limited upside | 04/03/2024 |
7 | Acquisition by David Reilly of 801 shares of Ally Financial subject to Rule 16b-3 | 04/04/2024 |
8 | Forget JP Morgan Buy This Dividend Growth Stock Instead | 04/05/2024 |
9 | HSBC to Divest Argentina Business Under Asia Pivot Strategy | 04/09/2024 |
10 | Disposition of 567 shares by David DeBrunner of Ally Financial at 26.37 subject to Rule 16b-3 | 04/10/2024 |
11 | Earnings Preview Ally Financial Q1 Earnings Expected to Decline | 04/11/2024 |
12 | Countdown to Ally Financial Q1 Earnings A Look at Estimates Beyond Revenue and EPS - Zacks Investment Research | 04/15/2024 |
13 | Discover Financial Profit Dives 68 percent as Compliance Costs Bite | 04/17/2024 |
About Ally Financial 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 Ally or other stocks. Alpha measures the amount that position in Ally Financial 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 | 0.0221 | 0.0638 | 0.0451 | 0.0428 | Price To Sales Ratio | 1.99 | 0.97 | 1.17 | 0.86 |
Ally Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Ally Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ally Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ally Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ally Financial. Please utilize our Beneish M Score to check the likelihood of Ally Financial's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 17th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Ally Financial
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 Ally Financial Backtesting, Ally Financial Valuation, Ally Financial Correlation, Ally Financial Hype Analysis, Ally Financial Volatility, Ally Financial History and analyze Ally Financial Performance. For more information on how to buy Ally Stock please use our How to Invest in Ally Financial guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Complementary Tools for Ally Stock analysis
When running Ally Financial's price analysis, check to measure Ally Financial'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 Ally Financial is operating at the current time. Most of Ally Financial's value examination focuses on studying past and present price action to predict the probability of Ally Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ally Financial's price. Additionally, you may evaluate how the addition of Ally Financial to your portfolios can decrease your overall portfolio volatility.
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Ally Financial 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.