HUMANA INC Performance

444859BR2   80.66  0.94  1.15%   
The bond retains a Market Volatility (i.e., Beta) of 0.0222, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HUMANA's returns are expected to increase less than the market. However, during the bear market, the loss of holding HUMANA is expected to be smaller as well.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in HUMANA INC are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, HUMANA is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Yield To Maturity5.896
  

HUMANA Relative Risk vs. Return Landscape

If you would invest  7,713  in HUMANA INC on April 16, 2024 and sell it today you would earn a total of  353.00  from holding HUMANA INC or generate 4.58% return on investment over 90 days. HUMANA INC is generating 0.075% of daily returns and assumes 0.5666% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than HUMANA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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       Risk  
Assuming the 90 days trading horizon HUMANA is expected to generate 1.24 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.02 times less risky than the market. It trades about 0.13 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.16 of returns per unit of risk over similar time horizon.

HUMANA Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for HUMANA's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HUMANA INC, and traders can use it to determine the average amount a HUMANA's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.1323

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Estimated Market Risk

 0.57
  actual daily
5
95% of assets are more volatile

Expected Return

 0.08
  actual daily
1
99% of assets have higher returns

Risk-Adjusted Return

 0.13
  actual daily
10
90% of assets perform better
Based on monthly moving average HUMANA is performing at about 10% 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 HUMANA by adding it to a well-diversified portfolio.

About HUMANA Performance

By analyzing HUMANA's fundamental ratios, stakeholders can gain valuable insights into HUMANA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if HUMANA has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if HUMANA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.