Aspen Insurance Holdings Stock Beta
| AHL Stock | USD 37.04 0.01 0.03% |
Fundamental analysis of Aspen Insurance allows traders to better anticipate movements in Aspen Insurance's stock price by examining its financial health and performance throughout various phases of its business cycle.
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Aspen Insurance Holdings Company Beta Analysis
Aspen Insurance's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Aspen Insurance Beta | -0.14 |
Most of Aspen Insurance's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Aspen Insurance Holdings is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
Aspen Beta Driver Correlations
Understanding the fundamental principles of building solid financial models for Aspen Insurance is extremely important. It helps to project a fair market value of Aspen Stock properly, considering its historical fundamentals such as Beta. Since Aspen Insurance's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Aspen Insurance's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Aspen Insurance's interrelated accounts and indicators.
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In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Aspen Insurance Holdings has a Beta of -0.14. This is 117.07% lower than that of the sector and 123.73% lower than that of the Beta industry. The beta for all United States stocks is 6.67% lower than that of the firm.
Aspen Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Aspen Insurance's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Aspen Insurance could also be used in its relative valuation, which is a method of valuing Aspen Insurance by comparing valuation metrics of similar companies.Aspen Insurance is currently under evaluation in beta category among its peers.
Aspen Insurance ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Aspen Insurance's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Aspen Insurance's managers, analysts, and investors.Environmental | Governance | Social |
As returns on the market increase, returns on owning Aspen Insurance are expected to decrease at a much lower rate. During the bear market, Aspen Insurance is likely to outperform the market.
Aspen Fundamentals
| Return On Equity | 0.13 | ||||
| Profit Margin | 0.13 % | ||||
| Operating Margin | 0.09 % | ||||
| Current Valuation | 3.04 B | ||||
| Shares Outstanding | 91.84 M | ||||
| Shares Owned By Insiders | 0.95 % | ||||
| Shares Owned By Institutions | 84.80 % | ||||
| Number Of Shares Shorted | 450.55 K | ||||
| Price To Book | 1.11 X | ||||
| Price To Sales | 0.88 X | ||||
| Revenue | 3.2 B | ||||
| Gross Profit | 983.4 M | ||||
| EBITDA | 535.1 M | ||||
| Net Income | 486.1 M | ||||
| Cash And Equivalents | 2.42 B | ||||
| Cash Per Share | 40.55 X | ||||
| Total Debt | 375.6 M | ||||
| Debt To Equity | 15.90 % | ||||
| Current Ratio | 0.72 X | ||||
| Book Value Per Share | 27.42 X | ||||
| Cash Flow From Operations | 554.9 M | ||||
| Short Ratio | 2.48 X | ||||
| Earnings Per Share | 6.28 X | ||||
| Price To Earnings To Growth | 1.95 X | ||||
| Target Price | 40.63 | ||||
| Number Of Employees | 1.13 K | ||||
| Beta | -0.14 | ||||
| Market Capitalization | 2.81 B | ||||
| Total Asset | 15.75 B | ||||
| Retained Earnings | 2.03 B | ||||
| Five Year Return | 1.89 % | ||||
| Net Asset | 15.75 B | ||||
| Last Dividend Paid | 0.96 |
About Aspen Insurance Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Aspen Insurance Holdings's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Aspen Insurance using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Aspen Insurance Holdings based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Try AI Portfolio ProphetCheck out Aspen Insurance Piotroski F Score and Aspen Insurance Altman Z Score analysis. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Is Insurance - Property & Casualty space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Aspen Insurance. If investors know Aspen will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Aspen Insurance listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.80) | Earnings Share 6.28 | Revenue Per Share | Quarterly Revenue Growth 0.05 | Return On Equity |
The market value of Aspen Insurance Holdings is measured differently than its book value, which is the value of Aspen that is recorded on the company's balance sheet. Investors also form their own opinion of Aspen Insurance's value that differs from its market value or its book value, called intrinsic value, which is Aspen Insurance's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Aspen Insurance's market value can be influenced by many factors that don't directly affect Aspen Insurance's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Aspen Insurance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aspen Insurance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aspen Insurance's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.