HANOVER INSURANCE (Germany) Performance
| AF4 Stock | EUR 155.00 3.00 1.97% |
On a scale of 0 to 100, HANOVER INSURANCE holds a performance score of 20. The firm retains a Market Volatility (i.e., Beta) of 0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HANOVER INSURANCE's returns are expected to increase less than the market. However, during the bear market, the loss of holding HANOVER INSURANCE is expected to be smaller as well. Please check HANOVER INSURANCE's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether HANOVER INSURANCE's current trending patterns will revert.
Risk-Adjusted Performance
20 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in HANOVER INSURANCE are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain basic indicators, HANOVER INSURANCE exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 230.9 M | |
| Free Cash Flow | 704.5 M |
HANOVER |
HANOVER INSURANCE Relative Risk vs. Return Landscape
If you would invest 12,020 in HANOVER INSURANCE on August 27, 2024 and sell it today you would earn a total of 3,180 from holding HANOVER INSURANCE or generate 26.46% return on investment over 90 days. HANOVER INSURANCE is generating 0.3717% of daily returns assuming 1.4269% volatility of returns over the 90 days investment horizon. Simply put, 12% of all stocks have less volatile historical return distribution than HANOVER INSURANCE, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HANOVER INSURANCE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HANOVER INSURANCE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as HANOVER INSURANCE, and traders can use it to determine the average amount a HANOVER INSURANCE'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 = 0.2605
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Estimated Market Risk
| 1.43 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.37 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average HANOVER INSURANCE is performing at about 20% of its full potential. 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 HANOVER INSURANCE by adding it to a well-diversified portfolio.
HANOVER INSURANCE Fundamentals Growth
HANOVER Stock prices reflect investors' perceptions of the future prospects and financial health of HANOVER INSURANCE, and HANOVER INSURANCE 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 HANOVER Stock performance.
| Current Valuation | 5.28 B | |||
| Price To Book | 2.17 X | |||
| Price To Sales | 0.94 X | |||
| Revenue | 5.47 B | |||
| Total Debt | 782.4 M | |||
| Cash Flow From Operations | 722.3 M | |||
| Total Asset | 14 B | |||
About HANOVER INSURANCE Performance
By analyzing HANOVER INSURANCE's fundamental ratios, stakeholders can gain valuable insights into HANOVER INSURANCE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if HANOVER INSURANCE 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 HANOVER INSURANCE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about HANOVER INSURANCE performance evaluation
Checking the ongoing alerts about HANOVER INSURANCE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for HANOVER INSURANCE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating HANOVER INSURANCE's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate HANOVER INSURANCE's stock performance include:- Analyzing HANOVER INSURANCE'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 HANOVER INSURANCE's stock is overvalued or undervalued compared to its peers.
- Examining HANOVER INSURANCE'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 HANOVER INSURANCE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of HANOVER INSURANCE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of HANOVER INSURANCE's stock. These opinions can provide insight into HANOVER INSURANCE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for HANOVER Stock analysis
When running HANOVER INSURANCE's price analysis, check to measure HANOVER INSURANCE'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 HANOVER INSURANCE is operating at the current time. Most of HANOVER INSURANCE's value examination focuses on studying past and present price action to predict the probability of HANOVER INSURANCE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HANOVER INSURANCE's price. Additionally, you may evaluate how the addition of HANOVER INSURANCE to your portfolios can decrease your overall portfolio volatility.
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