Humana (UK) Performance
| 0J6Z Stock | 300.13 5.10 1.73% |
The company retains a Market Volatility (i.e., Beta) of 1.51, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Humana will likely underperform. At this point, Humana Inc has a negative expected return of -0.22%. Please make sure to check out Humana's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Humana Inc performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Humana Inc has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in December 2024. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
Payout Ratio 0.3139 |
1 | Humana Earns 2024 Great Place To Work Certification - StockTitan | 09/19/2024 |
2 | Humanas stock leads SP 500 losers, and is a BofA tax-loss selling candidate - MarketWatch | 10/01/2024 |
| Begin Period Cash Flow | 5.1 B | |
| Free Cash Flow | 3 B |
Humana |
Humana Relative Risk vs. Return Landscape
If you would invest 35,365 in Humana Inc on August 26, 2024 and sell it today you would lose (5,888) from holding Humana Inc or give up 16.65% of portfolio value over 90 days. Humana Inc is generating negative expected returns and assumes 3.3522% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks 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 stocks, 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 = -0.0648
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| Negative Returns | 0J6Z |
Estimated Market Risk
| 3.35 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 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.
Humana Fundamentals Growth
Humana Stock prices reflect investors' perceptions of the future prospects and financial health of Humana, and Humana fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Humana Stock performance.
| Return On Equity | 0.0784 | ||||
| Return On Asset | 0.0401 | ||||
| Profit Margin | 0.01 % | ||||
| Operating Margin | 0.03 % | ||||
| Current Valuation | 25.02 B | ||||
| Shares Outstanding | 137.19 M | ||||
| Price To Sales | 0.36 X | ||||
| Revenue | 106.37 B | ||||
| Gross Profit | 17.18 B | ||||
| EBITDA | (561 M) | ||||
| Net Income | 2.49 B | ||||
| Total Debt | 10.21 B | ||||
| Book Value Per Share | 145.88 X | ||||
| Cash Flow From Operations | 3.98 B | ||||
| Earnings Per Share | 23.55 X | ||||
| Total Asset | 46.89 B | ||||
| Retained Earnings | 27.54 B | ||||
About Humana Performance
Assessing Humana's fundamental ratios provides investors with valuable insights into Humana's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Humana is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Humana is entity of United Kingdom. It is traded as Stock on LSE exchange.Things to note about Humana Inc performance evaluation
Checking the ongoing alerts about Humana for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Humana Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Humana Inc generated a negative expected return over the last 90 days | |
| Humana Inc has high historical volatility and very poor performance | |
| Over 95.0% of the company shares are owned by institutions such as pension funds |
- Analyzing Humana's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Humana's stock is overvalued or undervalued compared to its peers.
- Examining Humana's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Humana's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Humana's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Humana's stock. These opinions can provide insight into Humana's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Humana Stock Analysis
When running Humana's price analysis, check to measure Humana's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Humana is operating at the current time. Most of Humana's value examination focuses on studying past and present price action to predict the probability of Humana's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Humana's price. Additionally, you may evaluate how the addition of Humana to your portfolios can decrease your overall portfolio volatility.