Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Assured Guaranty Ltd. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.
We show how AGO stock compares to 2,000+ US-based stocks, and to peers in the Finance sector and Specialty Insurance industry.
Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.
Assured Guaranty Ltd. is a holding company, which engages in the provision of credit protection product to the U.S. and international public finance, and structured finance markets through its subsidiaries. The firm operates through the following segments: Insurance and Asset Management. The Insurance segment consists of the Company's domestic and foreign insurance subsidiaries and their wholly-owned subsidiaries that provide credit protection products to the U.S. and international public and structured finance markets. The Asset Management segment consists of the Company's Assured Investment Management subsidiaries, which provide asset management services to outside investors as well as to the Company's Insurance segment. The company was founded in August 2003 and is headquartered in Hamilton, Bermuda.
Many of the following risk metrics are standardized and transformed into quantitative factors in institutional-level risk models.
Rankings below represent percentiles from 1 to 100, with 1 being the lowest rating of risk.
Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)
Stocks with higher market capitalization often have lower risk. (↑↓)
Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)
Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)