Medibank Private (Australia) Performance
| MPL Stock | 3.74 0.04 1.06% |
The company secures a Beta (Market Risk) of 0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Medibank Private's returns are expected to increase less than the market. However, during the bear market, the loss of holding Medibank Private is expected to be smaller as well. At this point, Medibank Private has a negative expected return of -0.0201%. Please make sure to verify Medibank Private's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Medibank Private 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 Medibank Private has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable essential indicators, Medibank Private is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Forward Dividend Yield 0.0439 | Payout Ratio 0.8659 | Forward Dividend Rate 0.17 | Ex Dividend Date 2024-09-04 |
1 | Medibank Private Announces Directors New Performance Rights - TipRanks | 12/12/2024 |
| Begin Period Cash Flow | 420.6 M |
Medibank |
Medibank Private Relative Risk vs. Return Landscape
If you would invest 380.00 in Medibank Private on September 14, 2024 and sell it today you would lose (6.00) from holding Medibank Private or give up 1.58% of portfolio value over 90 days. Medibank Private is producing return of less than zero assuming 0.9851% volatility of returns over the 90 days investment horizon. Simply put, 8% of all stocks have less volatile historical return distribution than Medibank Private, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Medibank Private Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Medibank Private's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Medibank Private, and traders can use it to determine the average amount a Medibank Private'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 = -0.0204
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MPL |
Estimated Market Risk
| 0.99 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Medibank Private 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 Medibank Private by adding Medibank Private to a well-diversified portfolio.
Medibank Private Fundamentals Growth
Medibank Stock prices reflect investors' perceptions of the future prospects and financial health of Medibank Private, and Medibank Private 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 Medibank Stock performance.
| Return On Equity | 0.22 | ||||
| Return On Asset | 0.1 | ||||
| Profit Margin | 0.0005 % | ||||
| Operating Margin | 0.06 % | ||||
| Current Valuation | 9.94 B | ||||
| Shares Outstanding | 2.75 B | ||||
| Price To Book | 4.51 X | ||||
| Price To Sales | 1.28 X | ||||
| Revenue | 8.02 B | ||||
| Gross Profit | 1.64 B | ||||
| EBITDA | 813.6 M | ||||
| Net Income | 3.9 M | ||||
| Cash And Equivalents | 420.6 M | ||||
| Total Debt | 218.3 M | ||||
| Book Value Per Share | 0.84 X | ||||
| Cash Flow From Operations | 868.5 M | ||||
| Earnings Per Share | 0.18 X | ||||
| Total Asset | 4.69 B | ||||
| Retained Earnings | 2.07 B | ||||
About Medibank Private Performance
Assessing Medibank Private's fundamental ratios provides investors with valuable insights into Medibank Private's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Medibank Private 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.
Medibank Private is entity of Australia. It is traded as Stock on AU exchange.Things to note about Medibank Private performance evaluation
Checking the ongoing alerts about Medibank Private for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Medibank Private help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Medibank Private generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Medibank Private Announces Directors New Performance Rights - TipRanks |
- Analyzing Medibank Private'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 Medibank Private's stock is overvalued or undervalued compared to its peers.
- Examining Medibank Private'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 Medibank Private's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Medibank Private's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Medibank Private's stock. These opinions can provide insight into Medibank Private's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Medibank Stock Analysis
When running Medibank Private's price analysis, check to measure Medibank Private'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 Medibank Private is operating at the current time. Most of Medibank Private's value examination focuses on studying past and present price action to predict the probability of Medibank Private's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Medibank Private's price. Additionally, you may evaluate how the addition of Medibank Private to your portfolios can decrease your overall portfolio volatility.