HUMANA INC Performance
| 444859BR2 | 84.12 6.34 8.15% |
The bond retains a Market Volatility (i.e., Beta) of 0.21, 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
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days HUMANA INC has generated negative risk-adjusted returns adding no value to investors with long positions. 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 Maturity | 5.896 |
HUMANA |
HUMANA Relative Risk vs. Return Landscape
If you would invest 8,060 in HUMANA INC on January 24, 2024 and sell it today you would earn a total of 36.00 from holding HUMANA INC or generate 0.45% return on investment over 90 days. HUMANA INC is generating 0.015% of daily returns and assumes 1.2736% volatility on return distribution over the 90 days horizon. Simply put, 11% 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. Expected Return |
| Risk |
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 = 0.0118
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 444859BR2 |
Estimated Market Risk
| 1.27 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HUMANA is not performing at its full potential. However, 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 HUMANA to a well-diversified portfolio.
About HUMANA Performance
To evaluate HUMANA INC Bond as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when HUMANA generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare HUMANA Bond's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand HUMANA INC market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents HUMANA's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.