Assured Guaranty Ltd (AGO)
Assured Guaranty Ltd. (AGO) is a leading provider of credit enhancement solutions, specializing in municipal finance, infrastructure projects, and structured financial products globally. Headquartered in Hamilton, Bermuda, the company offers innovative insurance and guarantee products that help facilitate access to capital markets while ensuring the credit quality of underlying investments. With a robust risk management framework and a strong balance sheet, Assured Guaranty is well-positioned to support both public and private sector entities, enhancing financial stability and fostering economic growth across diverse markets.
Stock Price Trends
Stock price trends estimated using linear regression.
Key facts
- The primary trend is decreasing.
- The decline rate of the primary trend is 10.76% per annum.
- AGO price at the close of October 20, 2025 was $81.00 and was inside the primary price channel.
- The secondary trend is decreasing.
- The decline rate of the secondary trend is 58.87% per annum.
- AGO price at the close of October 20, 2025 was inside the secondary price channel.
Linear Regression Model
Model equation:
Yi = α + β × Xi + εi
Top border of price channel:
Exp(Yi) = Exp(a + b × Xi + 2 × s)
Bottom border of price channel:
Exp(Yi) = Exp(a + b × Xi – 2 × s)
where:
i - observation number
Yi - natural logarithm of AGO price
Xi - time index, 1 day interval
σ - standard deviation of εi
a - estimator of α
b - estimator of β
s - estimator of σ
Exp() - calculates the exponent of e
Primary Trend
Start date: November 11, 2024
End date: October 20, 2025
a = 4.9666
b = -0.0003
s = 0.0283
Annual growth rate:
Exp(365 × b) – 1
= Exp(365 × -0.0003) – 1
= -10.76%
Price channel spread:
Exp(4 × s) – 1
= Exp(4 × 0.0283) – 1
= 11.97%
November 11, 2024 calculations
Top border of price channel:
Exp(Y1,020)
= Exp(a + b × X1,020 + 2 × s)
= Exp(a + b × 1,482 + 2 × s)
= Exp(4.9666 + -0.0003 × 1,482 + 2 × 0.0283)
= Exp(4.5610)
= $95.68
Bottom border of price channel:
Exp(Y1,020)
= Exp(a + b × X1,020 – 2 × s)
= Exp(a + b × 1,482 – 2 × s)
= Exp(4.9666 + -0.0003 × 1,482 – 2 × 0.0283)
= Exp(4.4480)
= $85.46
October 20, 2025 calculations
Top border of price channel:
Exp(Y1,254)
= Exp(a + b × X1,254 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(4.9666 + -0.0003 × 1,825 + 2 × 0.0283)
= Exp(4.4541)
= $85.98
Bottom border of price channel:
Exp(Y1,254)
= Exp(a + b × X1,254 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(4.9666 + -0.0003 × 1,825 – 2 × 0.0283)
= Exp(4.3411)
= $76.79
Description
- The primary trend is decreasing.
- The decline rate of the primary trend is 10.76% per annum.
- AGO price at the close of October 20, 2025 was $81.00 and was inside the primary price channel.
Secondary Trend
Start date: September 24, 2025
End date: October 20, 2025
a = 8.8240
b = -0.0024
s = 0.0103
Annual growth rate:
Exp(365 × b) – 1
= Exp(365 × -0.0024) – 1
= -58.87%
Price channel spread:
Exp(4 × s) – 1
= Exp(4 × 0.0103) – 1
= 4.22%
September 24, 2025 calculations
Top border of price channel:
Exp(Y1,236)
= Exp(a + b × X1,236 + 2 × s)
= Exp(a + b × 1,799 + 2 × s)
= Exp(8.8240 + -0.0024 × 1,799 + 2 × 0.0103)
= Exp(4.4658)
= $86.99
Bottom border of price channel:
Exp(Y1,236)
= Exp(a + b × X1,236 – 2 × s)
= Exp(a + b × 1,799 – 2 × s)
= Exp(8.8240 + -0.0024 × 1,799 – 2 × 0.0103)
= Exp(4.4244)
= $83.46
October 20, 2025 calculations
Top border of price channel:
Exp(Y1,254)
= Exp(a + b × X1,254 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(8.8240 + -0.0024 × 1,825 + 2 × 0.0103)
= Exp(4.4025)
= $81.65
Bottom border of price channel:
Exp(Y1,254)
= Exp(a + b × X1,254 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(8.8240 + -0.0024 × 1,825 – 2 × 0.0103)
= Exp(4.3611)
= $78.34
Description
- The secondary trend is decreasing.
- The decline rate of the secondary trend is 58.87% per annum.
- AGO price at the close of October 20, 2025 was inside the secondary price channel.