Amtrust Financial Services Stock Alpha and Beta Analysis
| AFSIM Stock | USD 14.70 -1.30 -8.13% |
The market premium analysis module for AmTrust Financial Services breaks down AmTrust Financial's total return into its systematic (beta) and idiosyncratic (alpha) components. This decomposition helps investors assess whether AmTrust Financial's return profile justifies its risk level. Key technical indicators for AmTrust Financial's market risk premium analysis include: the following:
Beta 0.44 | Alpha 0.0255 | Risk 2.35 | Sharpe Ratio 0.0204 | Expected Return 0.0478 |
Investors use alpha and beta together to evaluate whether a manager or asset adds value beyond passive market exposure. High beta without positive alpha simply means the investment took more risk without generating superior returns.
AmTrust |
AmTrust Financial Market Premiums
Reviewing market premium on AmTrust Financial Services is useful because it places the security inside a risk-and-reward framework rather than evaluating return in isolation. The practical objective is to understand whether the position is adding rewarded risk, unrewarded volatility, or a mix of both inside the broader portfolio.| α | 0.03 | β | 0.44 |
AmTrust Financial expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of AmTrust Financial's Buy-and-hold return. Our buy-and-hold chart shows how AmTrust Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AmTrust Financial Market Price Analysis
Studying market price indicators for AmTrust Financial Services can help investors understand whether current moves are reinforcing the thesis or signaling a weaker trading setup. Current market capitalization is about 2.97 Billion, enterprise value is near 5.74 Billion, and annual revenue is around 5.82 Billion. Used well, these indicators can help traders refine entry and exit timing instead of reacting only to headline moves.
AmTrust Financial Return and Market Media
The median price of AmTrust Financial for the period between Wed, Dec 10, 2025 and Tue, Mar 10, 2026 is 14.52 with a coefficient of variation of 3.15. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 14.62, and mean deviation of 0.32. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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Is AmTrust Financial Outperforming?
AmTrust Financial performance is measured on a risk-adjusted basis against benchmarks. Defensive traits reduce macro sensitivity. Our framework considers the implications of including AmTrust Financial in diversified allocations across regimes.
Methodology
Unless otherwise specified, financial data for AmTrust Financial Services is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. AmTrust (USA Stocks:AFSIM) prices are typically delayed by approximately 20 minutes from primary exchanges for listed equities. Data may be delayed depending on reporting sources and market conventions Return metrics, performance scores, and risk-adjusted figures shown here are computed from historical price series.
Assumptions
Information for AmTrust Financial Services is compiled from public filings and market reference sources and official sources including U.S. Securities and Exchange Commission (SEC) via EDGAR. Reporting latency may occur in some cases. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Analyst Sources
AmTrust Financial Services may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards AmTrust Financial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, AmTrust Financial's short interest history, or implied volatility extrapolated from AmTrust Financial options trading.
Build Portfolio with AmTrust Financial
Optimization tools can help investors judge whether capital allocated to AmTrust Financial Services is being used efficiently relative to other opportunities in the same equity universe. This is most useful when investors want to improve risk-adjusted return instead of simply owning more ideas at once.
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Financial ratios for AmTrust Financial help frame valuation context across profits, cash flow, and enterprise value. They help compare AmTrust to other measures in a consistent way.