Fg Annuities Life Stock Market Value
| FG Stock | USD 47.42 6.71 16.48% |
| Symbol | FG Annuities |
FG Annuities Life Price To Book Ratio
Is Life & Health 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 FG Annuities. If investors know FG Annuities 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 FG Annuities 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 0.49 | Dividend Share 0.84 | Earnings Share 2.5 | Revenue Per Share 42.389 | Quarterly Revenue Growth 0.005 |
The market value of FG Annuities Life is measured differently than its book value, which is the value of FG Annuities that is recorded on the company's balance sheet. Investors also form their own opinion of FG Annuities' value that differs from its market value or its book value, called intrinsic value, which is FG Annuities' 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 FG Annuities' market value can be influenced by many factors that don't directly affect FG Annuities' 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 FG Annuities' value and its price as these two are different measures arrived at by different means. Investors typically determine if FG Annuities is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FG Annuities' 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.
FG Annuities '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 FG Annuities' 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 FG Annuities.
| 11/18/2022 |
| 11/07/2024 |
If you would invest 0.00 in FG Annuities on November 18, 2022 and sell it all today you would earn a total of 0.00 from holding FG Annuities Life or generate 0.0% return on investment in FG Annuities over 720 days. FG Annuities is related to or competes with Lincoln National, Manulife Financial, Prudential Financial, CNO Financial, Brighthouse Financial, and Prudential Public. FGL Holdings sells individual life insurance products and annuities in the United States More
FG Annuities 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 FG Annuities' 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 FG Annuities Life upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | 0.0632 | |||
| Maximum Drawdown | 11.93 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 4.18 |
FG Annuities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FG Annuities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FG Annuities' standard deviation. In reality, there are many statistical measures that can use FG Annuities historical prices to predict the future FG Annuities' volatility.| Risk Adjusted Performance | 0.1025 | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | 0.0819 | |||
| Treynor Ratio | 0.117 |
FG Annuities Life Backtested Returns
FG Annuities appears to be very steady, given 3 months investment horizon. FG Annuities Life retains Efficiency (Sharpe Ratio) of 0.13, which denotes the company had a 0.13% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for FG Annuities, which you can use to evaluate the volatility of the firm. Please utilize FG Annuities' Standard Deviation of 3.08, market risk adjusted performance of 0.127, and Downside Deviation of 2.38 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FG Annuities holds a performance score of 9. The firm owns a Beta (Systematic Risk) of 3.09, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, FG Annuities will likely underperform. Please check FG Annuities' sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to make a quick decision on whether FG Annuities' current price history will revert.
Auto-correlation | 0.26 |
Poor predictability
FG Annuities Life has poor predictability. Overlapping area represents the amount of predictability between FG Annuities time series from 18th of November 2022 to 13th of November 2023 and 13th of November 2023 to 7th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FG Annuities Life price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current FG Annuities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 7.86 |
FG Annuities Life lagged returns against current returns
Autocorrelation, which is FG Annuities 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 FG Annuities' stock expected returns. We can calculate the autocorrelation of FG Annuities returns to help us make a trade decision. For example, suppose you find that FG Annuities 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 |
FG Annuities 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 FG Annuities stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FG Annuities stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FG Annuities stock over time.
Current vs Lagged Prices |
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FG Annuities Lagged Returns
When evaluating FG Annuities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FG Annuities stock have on its future price. FG Annuities 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, FG Annuities autocorrelation shows the relationship between FG Annuities stock current value and its past values and can show if there is a momentum factor associated with investing in FG Annuities Life.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out FG Annuities Correlation, FG Annuities Volatility and FG Annuities Alpha and Beta module to complement your research on FG Annuities. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
FG Annuities 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.