Arthur J Gallagher Stock Alpha and Beta Analysis
| AJG Stock | USD 236.81 1.06 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arthur J Gallagher. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arthur J over a specified time horizon. Remember, high Arthur J'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 Arthur J's market risk premium analysis include:
Beta 0.39 | Alpha (0.03) | Risk 0.93 | Sharpe Ratio 0.0363 | Expected Return 0.0337 |
Arthur J 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.
Arthur |
Arthur J Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arthur J market risk premium is the additional return an investor will receive from holding Arthur J 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 Arthur J. 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 Arthur J's performance over market.| α | -0.03 | β | 0.39 |
Arthur J 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 Arthur J's Buy-and-hold return. Our buy-and-hold chart shows how Arthur J performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arthur J Market Price Analysis
Market price analysis indicators help investors to evaluate how Arthur J stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arthur J shares will generate the highest return on investment. By understating and applying Arthur J stock market price indicators, traders can identify Arthur J position entry and exit signals to maximize returns.
Arthur J Return and Market Media
The median price of Arthur J for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 242.52 with a coefficient of variation of 3.03. The daily time series for the period is distributed with a sample standard deviation of 7.32, arithmetic mean of 241.89, and mean deviation of 6.18. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Arthur J. Gallagher Co. Acquires Simply-Communicate Ltd | 02/12/2024 |
2 | Arthur J. Gallagher Is Increasing Its Dividend To 0.60 | 02/28/2024 |
3 | Acquisition by Thomas Gallagher of 15070 shares of Arthur J at 243.54 subject to Rule 16b-3 | 03/01/2024 |
4 | Acquisition by Thomas Gallagher of 2467 shares of Arthur J subject to Rule 16b-3 | 03/05/2024 |
5 | Disposition of 2825 shares by Douglas Howell of Arthur J at 254.91 subject to Rule 16b-3 | 03/14/2024 |
| Arthur J dividend paid on 15th of March 2024 | 03/15/2024 |
6 | Raymond James Financial Services Advisors Inc. Grows Stake in Arthur J. Gallagher Co. - Defense World | 03/28/2024 |
7 | Arthur J. Gallagher acquires Specialty Risk Management Services | 04/01/2024 |
8 | Arthur J. Gallagher Expands With Strategic Acquisition | 04/02/2024 |
9 | 100 Invested In Arthur J. Gallagher 20 Years Ago Would Be Worth This Much Today | 04/10/2024 |
10 | Arthur J. Gallagher Co. stock underperforms Monday when compared to competitors - MarketWatch | 04/15/2024 |
11 | Arthur J. Gallagher Co.s institutional investors lost 5.2 percent last week but have benefitted from longer-term gains | 04/17/2024 |
12 | Arthur J. Gallagher Co. acquires Fontenelle Goodreau Insurance | 04/18/2024 |
13 | Acquisition by Patrick Gallagher of 1233 shares of Arthur J subject to Rule 16b-3 | 04/19/2024 |
14 | Disposition of 7178 shares by Joel Cavaness of Arthur J subject to Rule 16b-3 | 04/23/2024 |
About Arthur J 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 Arthur or other stocks. Alpha measures the amount that position in Arthur J Gallagher 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 | 0.0114 | 0.0108 | 0.0098 | 0.00931 | Price To Sales Ratio | 4.19 | 4.64 | 4.8 | 5.04 |
Arthur J Upcoming Company Events
As portrayed in its financial statements, the presentation of Arthur J's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arthur J's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arthur J's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arthur J. Please utilize our Beneish M Score to check the likelihood of Arthur J's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Arthur J Backtesting, Arthur J Valuation, Arthur J Correlation, Arthur J Hype Analysis, Arthur J Volatility, Arthur J History and analyze Arthur J Performance. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Complementary Tools for Arthur Stock analysis
When running Arthur J's price analysis, check to measure Arthur J'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 Arthur J is operating at the current time. Most of Arthur J's value examination focuses on studying past and present price action to predict the probability of Arthur J's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arthur J's price. Additionally, you may evaluate how the addition of Arthur J to your portfolios can decrease your overall portfolio volatility.
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Arthur J 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.