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Benchmark SP 500  1,651   4.84  Index Moved Down -0.29% ...


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Australia performance

 
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Australia New Zealand

Stock@New Zealand Stock Exchange 
New Zealand NZD
     
Use Australia New Zealand Banking Group Limited (#AU000000ANZ3NZ) performance within your existing portfolios mixed with equities fromn New Zealand Stock Exchange to protect against small markets fluctuations as well as to determine Stock diversification method that is right for you.  Build Portfolio
Investment horizon: 
  30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  3,630  in Australia New Zealand Banking Group Limited on April 24, 2013 and sell it today you would lose (231.00) from holding Australia New Zealand Banking Group Limited or give up 6.36% of portfolio value over 30 days. Australia New Zealand Banking Group Limited is producing return of less than zero assuming 2.1% volatility of returns over the 30 days investment horizon. Simply put, 27% of all equities have less volatile historical return distribution than Australia New Zealand Banking Group Limited and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
 
Change Benchmark   Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, Australia New Zealand Banking Group Limited is expected to under-perform the market. In addition to that, the company is 3.68 times more volatile than its market benchmark. It trades about -0.16 of its total potential returns per unit of risk. The S&P 500 is currently generating roughly 0.35 per unit of volatility.

Australia Operating Margin

Based on recorded statements Australia New Zealand Banking Group Limited has Operating Margin of 52%. This is 129.83% higher than that of Financial sector, and 100.73% higher than that of Money Center Banks industry, The Operating Margin for all stocks is 1565.64% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Australia Return On Equity vs Return On Asset

Australia New Zealand Banking Group Limited is rated fifth in return on equity category among related companies. It is rated fifth in return on asset category among related companies reporting about  0.06  of Return On Asset per Return On Equity. The ratio of Return On Equity to Return On Asset for Australia New Zealand Banking Group Limited is roughly  15.60 
Australia
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Australia New Zealand Banking Group Limited has generated negative risk-adjusted returns adding no value to investors with long positions.
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1 Month Efficiency (a.k Sharpe Ratio) ...

-0.16

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Estimated Market Risk

 2.1
  actual daily
 
 73 %
of total potential
 
Market Risk score

Expected Return

 -0.34
  actual daily
 
 1 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 -0.16
  actual daily
 
 1 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average Australia is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Australia by adding it to a well-diversified portfolio.
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