Acadian Asset Management Stock Market Value
| AAMI Stock | 39.30 0.76 1.90% |
| Symbol | Acadian |
Acadian Asset Management Price To Book Ratio
Is Asset Management & Custody Banks 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 Acadian Asset. If investors know Acadian 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 Acadian Asset 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 (0.02) | Dividend Share 0.04 | Earnings Share 1.64 | Revenue Per Share | Quarterly Revenue Growth 0.147 |
The market value of Acadian Asset Management is measured differently than its book value, which is the value of Acadian that is recorded on the company's balance sheet. Investors also form their own opinion of Acadian Asset's value that differs from its market value or its book value, called intrinsic value, which is Acadian Asset'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 Acadian Asset's market value can be influenced by many factors that don't directly affect Acadian Asset'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 Acadian Asset's value and its price as these two are different measures arrived at by different means. Investors typically determine if Acadian Asset is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Acadian Asset'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.
Acadian Asset '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 Acadian Asset'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 Acadian Asset.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Acadian Asset on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Acadian Asset Management or generate 0.0% return on investment in Acadian Asset over 90 days. Acadian Asset is related to or competes with Hurco Companies, Molson Coors, LXP Industrial, HNI Corp, Highway Holdings, and Emerson Electric. Acadian Asset is entity of United States More
Acadian Asset 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 Acadian Asset'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 Acadian Asset Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.3053 | |||
| Maximum Drawdown | 6.92 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 3.33 |
Acadian Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acadian Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acadian Asset's standard deviation. In reality, there are many statistical measures that can use Acadian Asset historical prices to predict the future Acadian Asset's volatility.| Risk Adjusted Performance | 0.3709 | |||
| Jensen Alpha | 0.494 | |||
| Total Risk Alpha | 0.3971 | |||
| Sortino Ratio | 0.3779 | |||
| Treynor Ratio | 0.6328 |
Acadian Asset Management Backtested Returns
Acadian Asset appears to be very steady, given 3 months investment horizon. Acadian Asset Management secures Sharpe Ratio (or Efficiency) of 0.47, which signifies that the company had a 0.47 % return per unit of standard deviation over the last 3 months. By analyzing Acadian Asset's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please makes use of Acadian Asset's risk adjusted performance of 0.3709, and Mean Deviation of 1.24 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Acadian Asset holds a performance score of 36. The firm shows a Beta (market volatility) of 0.98, which signifies possible diversification benefits within a given portfolio. Acadian Asset returns are very sensitive to returns on the market. As the market goes up or down, Acadian Asset is expected to follow. Please check Acadian Asset's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Acadian Asset's price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Acadian Asset Management has very good predictability. Overlapping area represents the amount of predictability between Acadian Asset time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Acadian Asset Management price movement. The serial correlation of 0.82 indicates that around 82.0% of current Acadian Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 11.58 |
Acadian Asset Management lagged returns against current returns
Autocorrelation, which is Acadian Asset 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 Acadian Asset's stock expected returns. We can calculate the autocorrelation of Acadian Asset returns to help us make a trade decision. For example, suppose you find that Acadian Asset 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 |
Acadian Asset 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 Acadian Asset stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acadian Asset stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acadian Asset stock over time.
Current vs Lagged Prices |
| Timeline |
Acadian Asset Lagged Returns
When evaluating Acadian Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acadian Asset stock have on its future price. Acadian Asset 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, Acadian Asset autocorrelation shows the relationship between Acadian Asset stock current value and its past values and can show if there is a momentum factor associated with investing in Acadian Asset Management.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Acadian Asset Management offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Acadian Asset's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Acadian Asset Management Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Acadian Asset Management Stock:Check out Acadian Asset Correlation, Acadian Asset Volatility and Acadian Asset Alpha and Beta module to complement your research on Acadian Asset. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Acadian Asset 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.