American Homes 4 Stock Alpha and Beta Analysis
| AMH Stock | USD 35.76 0.64 1.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Homes 4. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Homes over a specified time horizon. Remember, high American Homes' 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 Homes' market risk premium analysis include:
Beta 0.99 | Alpha 0.008424 | Risk 1 | Sharpe Ratio 0.099 | Expected Return 0.0993 |
American Homes Quarterly Cash And Equivalents |
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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.
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American Homes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Homes market risk premium is the additional return an investor will receive from holding American Homes 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 Homes. 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 Homes' performance over market.| α | 0.01 | β | 0.99 |
American Homes 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 Homes' Buy-and-hold return. Our buy-and-hold chart shows how American Homes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Homes Market Price Analysis
Market price analysis indicators help investors to evaluate how American Homes 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 Homes shares will generate the highest return on investment. By understating and applying American Homes stock market price indicators, traders can identify American Homes position entry and exit signals to maximize returns.
American Homes Return and Market Media
The median price of American Homes for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 35.91 with a coefficient of variation of 2.31. The daily time series for the period is distributed with a sample standard deviation of 0.82, arithmetic mean of 35.63, and mean deviation of 0.7. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | UniSuper Management Pty Ltd Grows Position in American Homes 4 Rent | 02/20/2024 |
2 | Acquisition by Corrigan Jack E of 1000 shares of American Homes at 24.0 subject to Rule 16b-3 | 02/27/2024 |
3 | Disposition of 50000 shares by Bryan Smith of American Homes at 16.48 subject to Rule 16b-3 | 03/08/2024 |
4 | Vanguard Group Inc. Acquires 1,011,707 Shares of American Homes 4 Rent - MarketBeat | 03/19/2024 |
5 | American Homes 4 Rent Upgraded by Citigroup to Buy - MarketBeat | 03/22/2024 |
| American Homes dividend paid on 28th of March 2024 | 03/28/2024 |
7 | The Biggest Landlords of Single-Family Rental Houses and Multifamily Apartments Who Owns the US Housing Stock | 04/09/2024 |
8 | Acquisition by Vogt-lowell Sara H. of 16888 shares of American Homes subject to Rule 16b-3 | 04/18/2024 |
9 | Biggest Landlords Pile into Build-to-Rent Single-Family Houses, but Sell Older Houses into this Overpriced Market | 04/24/2024 |
10 | Unveiling American Homes 4 Rent Q1 Outlook Wall Street Estimates for Key Metrics | 04/30/2024 |
About American Homes 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 Homes 4 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 | 2024 (projected) | Dividend Yield | 0.013 | 0.0256 | 0.0129 | Price To Sales Ratio | 10.84 | 7.06 | 7.53 |
American Homes Upcoming Company Events
As portrayed in its financial statements, the presentation of American Homes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Homes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Homes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Homes. Please utilize our Beneish M Score to check the likelihood of American Homes' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with American Homes
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 American Homes Backtesting, American Homes Valuation, American Homes Correlation, American Homes Hype Analysis, American Homes Volatility, American Homes History and analyze American Homes Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Complementary Tools for American Stock analysis
When running American Homes' price analysis, check to measure American Homes' 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 Homes is operating at the current time. Most of American Homes' value examination focuses on studying past and present price action to predict the probability of American Homes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American Homes' price. Additionally, you may evaluate how the addition of American Homes to your portfolios can decrease your overall portfolio volatility.
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American Homes 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.