Amerisafe Stock Market Value
| AMSF Stock | USD 46.23 2.65 6.08% |
| Symbol | AMERISAFE |
Is Property & Casualty Insurance 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 AMERISAFE. If investors know AMERISAFE 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 AMERISAFE listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of AMERISAFE is measured differently than its book value, which is the value of AMERISAFE that is recorded on the company's balance sheet. Investors also form their own opinion of AMERISAFE's value that differs from its market value or its book value, called intrinsic value, which is AMERISAFE'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 AMERISAFE's market value can be influenced by many factors that don't directly affect AMERISAFE'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 AMERISAFE's value and its price as these two are different measures arrived at by different means. Investors typically determine if AMERISAFE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AMERISAFE'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.
AMERISAFE 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to AMERISAFE's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of AMERISAFE.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in AMERISAFE on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding AMERISAFE or generate 0.0% return on investment in AMERISAFE over 90 days. AMERISAFE is related to or competes with Ambac Financial, Employers Holdings, James River, Assured Guaranty, ATN International, City Holding, and Banner. AMERISAFE, Inc., an insurance holding company, underwrites workers compensation insurance in the United States More
AMERISAFE Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure AMERISAFE's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess AMERISAFE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 8.39 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.15 |
AMERISAFE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMERISAFE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMERISAFE's standard deviation. In reality, there are many statistical measures that can use AMERISAFE historical prices to predict the future AMERISAFE's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.028 | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 0.1453 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AMERISAFE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AMERISAFE Backtested Returns
AMERISAFE secures Sharpe Ratio (or Efficiency) of -0.0385, which signifies that the company had a -0.0385 % return per unit of risk over the last 3 months. AMERISAFE exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMERISAFE's Standard Deviation of 1.69, risk adjusted performance of (0.02), and Mean Deviation of 1.17 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AMERISAFE are expected to decrease at a much lower rate. During the bear market, AMERISAFE is likely to outperform the market. At this point, AMERISAFE has a negative expected return of -0.0652%. Please make sure to confirm AMERISAFE's jensen alpha, accumulation distribution, relative strength index, as well as the relationship between the value at risk and day typical price , to decide if AMERISAFE performance from the past will be repeated in the future.
Auto-correlation | -0.1 |
Very weak reverse predictability
AMERISAFE has very weak reverse predictability. Overlapping area represents the amount of predictability between AMERISAFE time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AMERISAFE price movement. The serial correlation of -0.1 indicates that less than 10.0% of current AMERISAFE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
AMERISAFE lagged returns against current returns
Autocorrelation, which is AMERISAFE stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting AMERISAFE's stock expected returns. We can calculate the autocorrelation of AMERISAFE returns to help us make a trade decision. For example, suppose you find that AMERISAFE has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
AMERISAFE regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If AMERISAFE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMERISAFE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMERISAFE stock over time.
Current vs Lagged Prices |
| Timeline |
AMERISAFE Lagged Returns
When evaluating AMERISAFE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMERISAFE stock have on its future price. AMERISAFE autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, AMERISAFE autocorrelation shows the relationship between AMERISAFE stock current value and its past values and can show if there is a momentum factor associated with investing in AMERISAFE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
Check out AMERISAFE Correlation, AMERISAFE Volatility and AMERISAFE Alpha and Beta module to complement your research on AMERISAFE. For more detail on how to invest in AMERISAFE Stock please use our How to Invest in AMERISAFE guide.You can also try the Stocks Directory module to find actively traded stocks across global markets.
AMERISAFE 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.