Allied World Assurance Company (AWH)
Allied World Assurance Company Beta: 0.5299
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AWH Beta Range, Past 5 Years
| Minimum | 0.4784 | Jun 2010 |
| Maximum | 0.5787 | Nov 2009 |
| Average | 0.5337 |
About Beta 60 Month
YCharts calculates the 60 month market beta by regressing stock returns less the risk free rate of returns on the market returns less the risk free rate of return (Market returns come from the S&P 500 Total Returns Index (SPXTR), and the risk free rate is the 4 Week Average T-Bill (Monthly). There must be a minimum of 36 months of stock returns for a company to have its beta calculated.
Beta is a measure of the risk of a stock when it is included in a well-diversified portfolio.
In financial theory, the Capital Asset Pricing Model breaks down expected stock returns into two components. The first is the return that would be expected based on covariance with the movements of the market (for most stocks, when the market as a whole goes up, the price of the stock will also go up). The second part is the increase in the price of a stock that is not explained by the market. The first part - covariance with the market - is what Beta captures.
When Beta is positive, the stock price tends to move in the same direction as the market, and the magnitude of Beta tells by how much. If a stock's Beta is greater than 1, that means that when the market index goes up 1%, we expect the stock will go up by more than 1%. On the contrary, if the market goes down by 1%, we expect the stock to go down by more than 1%. Negative Betas, while rare, signify a negative correlation. When the market goes up, we would expect the stock price to go down.
For readers with a background in regression analysis, Beta is the slope of the linear regression shown in the formula below, where Returns are the return on an individual stock or portfolio, Rf is the risk free rate, RMarket is the return on a market portfolio, and e is an error term.
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AWH News
May 15, 10:00AM PR Newswire
May 14, 4:30PM Street Insider
about 20 days ago by MarketBrief
May 02, 4:30PM PR Newswire
Apr 25, 10:00AM PR Newswire
Apr 05, 10:30AM PR Newswire
Apr 03, 4:30PM PR Newswire
Mar 20, 11:00AM PR Newswire
Mar 07, 8:00AM PR Newswire
Feb 27, 4:32PM Street Insider
Feb 16, 3:23PM Seeking Alpha
Feb 15, 4:30PM PR Newswire
about 128 days ago by bradloncar
about 154 days ago by 1nvestor
about 238 days ago by 1nvestor
about 255 days ago by Street_Insider
about 298 days ago by Benzinga
about 315 days ago by WallStScanner
about 315 days ago by DynamicDividend
about 349 days ago by micstockwell
about 350 days ago by DynamicDividend
about 350 days ago by howardlindzon
about 389 days ago by Benzinga
Recent Quotes
| Symbol | Price | Chg | Chg % | Market Cap |
|---|---|---|---|---|
| AWH | 75.73 | -0.04 | -0.05% | 2.812B |
| AWC | 3.45 | -0.03 | -0.86% | 2.105B |
| AWAY | 24.39 | -0.57 | -2.28% | 1.965B |
| AVY | 29.45 | +0.12 | +0.41% | 3.103B |
| AVX | 10.89 | +0.02 | +0.18% | 1.848B |
| AVT | 30.55 | -0.11 | -0.36% | 4.431B |
| ATRC | 8.99 | +0.58 | +6.90% | 148.16M |
| ATR | 50.61 | -0.45 | -0.88% | 3.366B |
| ATPG | 5.15 | +0.00 | +0.00% | 268.06M |
| ATO | 32.67 | -0.24 | -0.73% | 2.947B |
