American States Water Stock Alpha and Beta Analysis
AWR Stock | USD 77.47 0.82 1.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American States Water. It also helps investors analyze the systematic and unsystematic risks associated with investing in American States over a specified time horizon. Remember, high American States' 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 States' market risk premium analysis include:
Beta 0.42 | Alpha 0.0519 | Risk 1.27 | Sharpe Ratio 0.0346 | Expected Return 0.044 |
American States 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.
American |
American States Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American States market risk premium is the additional return an investor will receive from holding American States 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 States. 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 States' performance over market.α | 0.05 | β | 0.42 |
American States 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 States' Buy-and-hold return. Our buy-and-hold chart shows how American States performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American States Market Price Analysis
Market price analysis indicators help investors to evaluate how American States 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 States shares will generate the highest return on investment. By understating and applying American States stock market price indicators, traders can identify American States position entry and exit signals to maximize returns.
American States Return and Market Media
The median price of American States for the period between Wed, Feb 21, 2024 and Tue, May 21, 2024 is 71.24 with a coefficient of variation of 4.19. The daily time series for the period is distributed with a sample standard deviation of 3.0, arithmetic mean of 71.79, and mean deviation of 2.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
American States dividend paid on 1st of March 2024 | 03/01/2024 |
1 | Disposition of 290 shares by Sunil Pillai of American States at 71.79 subject to Rule 16b-3 | 03/15/2024 |
2 | Acquisition by Pierotti Jon of 729 shares of American States subject to Rule 16b-3 | 03/25/2024 |
3 | Reasons to Add American States Water to Your Portfolio Now | 04/03/2024 |
4 | Acquisition by Miller Susan P. of 729 shares of American States subject to Rule 16b-3 | 04/23/2024 |
5 | These 3 Dividend Payers Are Forever Stocks, Even if the Market Crumbles | 04/29/2024 |
6 | American States Water earnings beat by 0.01, revenue topped estimates | 05/07/2024 |
7 | AWR Stock Earnings American States Water Meets EPS, Beats Revenue for Q1 2024 | 05/08/2024 |
8 | American States Water First Quarter 2024 Earnings Revenues Beat Expectations, EPS In Line | 05/09/2024 |
9 | American States Water Company Beat Revenue Forecasts By 14 percent Heres What Analysts Are Forecasting Next | 05/10/2024 |
10 | American States Water Shares Sold by Swiss National Bank - Defense World | 05/17/2024 |
About American States 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 States Water 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 | 0.0135 | 0.0165 | 0.0206 | 0.033 | Price To Sales Ratio | 7.66 | 6.96 | 4.99 | 5.24 |
American States Upcoming Company Events
As portrayed in its financial statements, the presentation of American States' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American States' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American States' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American States. Please utilize our Beneish M Score to check the likelihood of American States' management manipulating its earnings.
6th of March 2024 Upcoming Quarterly Report | View | |
8th of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
6th of March 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 States
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 States Backtesting, American States Valuation, American States Correlation, American States Hype Analysis, American States Volatility, American States History and analyze American States Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
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