Genworth Financial 7629 Performance
| 37247DAG1 | 81.52 2.13 2.55% |
The bond retains a Market Volatility (i.e., Beta) of -0.61, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Genworth are expected to decrease at a much lower rate. During the bear market, Genworth is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Genworth Financial 7629 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Genworth is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
Genworth |
Genworth Relative Risk vs. Return Landscape
If you would invest 8,145 in Genworth Financial 7629 on September 1, 2024 and sell it today you would lose (45.00) from holding Genworth Financial 7629 or give up 0.55% of portfolio value over 90 days. Genworth Financial 7629 is generating 0.0027% of daily returns and assumes 1.7537% volatility on return distribution over the 90 days horizon. Simply put, 15% of bonds are less volatile than Genworth, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Genworth Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genworth's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Genworth Financial 7629, and traders can use it to determine the average amount a Genworth'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 = 0.0015
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| Negative Returns | 37247DAG1 |
Estimated Market Risk
| 1.75 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Genworth 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 Genworth by adding Genworth to a well-diversified portfolio.
About Genworth Performance
By analyzing Genworth's fundamental ratios, stakeholders can gain valuable insights into Genworth's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Genworth 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 Genworth has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.