ANTHEM INC Performance
| 036752AK9 | 73.97 0.82 1.12% |
The bond shows a Beta (market volatility) of -0.94, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning ANTHEM are expected to decrease slowly. On the other hand, during market turmoil, ANTHEM is expected to outperform it slightly.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days ANTHEM INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ANTHEM 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 | 4.516 |
ANTHEM |
ANTHEM Relative Risk vs. Return Landscape
If you would invest 7,794 in ANTHEM INC on August 28, 2024 and sell it today you would lose (182.00) from holding ANTHEM INC or give up 2.34% of portfolio value over 90 days. ANTHEM INC is generating negative expected returns and assumes 0.9998% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than ANTHEM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ANTHEM Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ANTHEM's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ANTHEM INC, and traders can use it to determine the average amount a ANTHEM'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 = -0.0388
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 036752AK9 |
Estimated Market Risk
| 1.0 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ANTHEM 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 ANTHEM by adding ANTHEM to a well-diversified portfolio.
About ANTHEM Performance
By analyzing ANTHEM's fundamental ratios, stakeholders can gain valuable insights into ANTHEM's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ANTHEM 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 ANTHEM has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ANTHEM INC generated a negative expected return over the last 90 days |
Other Information on Investing in ANTHEM Bond
ANTHEM financial ratios help investors to determine whether ANTHEM Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ANTHEM with respect to the benefits of owning ANTHEM security.