Münchener Rück (Germany) Performance

MUV2 Stock   561.60  15.00  2.74%   
Münchener Rück has a performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0824, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Münchener Rück are expected to decrease at a much lower rate. During the bear market, Münchener Rück is likely to outperform the market. Mnchener Rck AG right now secures a risk of 1.58%. Please verify Mnchener Rck AG coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Mnchener Rck AG will be following its current price movements.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Mnchener Rck AG are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, Münchener Rück may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
JavaScript chart by amCharts 3.21.15Dec2025Feb -50510
JavaScript chart by amCharts 3.21.15Mnchener Rck AG Mnchener Rck AG Dividend Benchmark Dow Jones Industrial
Begin Period Cash Flow5.6 B
Total Cashflows From Investing Activities-3.8 B
  

Münchener Rück Relative Risk vs. Return Landscape

If you would invest  51,120  in Mnchener Rck AG on December 4, 2024 and sell it today you would earn a total of  5,040  from holding Mnchener Rck AG or generate 9.86% return on investment over 90 days. Mnchener Rck AG is generating 0.169% of daily returns and assumes 1.5793% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Münchener, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
JavaScript chart by amCharts 3.21.15CashMarketMUV2 0.00.51.01.5 -0.050.000.050.100.15
       Risk  
Assuming the 90 days trading horizon Münchener Rück is expected to generate 2.04 times more return on investment than the market. However, the company is 2.04 times more volatile than its market benchmark. It trades about 0.11 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.09 per unit of risk.

Münchener Rück Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Münchener Rück's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mnchener Rck AG, and traders can use it to determine the average amount a Münchener Rück'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 = 0.107

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Estimated Market Risk

 1.58
  actual daily
14
86% of assets are more volatile

Expected Return

 0.17
  actual daily
3
97% of assets have higher returns

Risk-Adjusted Return

 0.11
  actual daily
8
92% of assets perform better
Based on monthly moving average Münchener Rück is performing at about 8% 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 Münchener Rück by adding it to a well-diversified portfolio.

Münchener Rück Fundamentals Growth

Münchener Stock prices reflect investors' perceptions of the future prospects and financial health of Münchener Rück, and Münchener Rück 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 Münchener Stock performance.

About Münchener Rück Performance

By analyzing Münchener Rück's fundamental ratios, stakeholders can gain valuable insights into Münchener Rück's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Münchener Rück 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 Münchener Rück 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 Mnchener Rck AG performance evaluation

Checking the ongoing alerts about Münchener Rück for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mnchener Rck AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating Münchener Rück's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Münchener Rück's stock performance include:
  • Analyzing Münchener Rück'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 Münchener Rück's stock is overvalued or undervalued compared to its peers.
  • Examining Münchener Rück'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 Münchener Rück's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Münchener Rück's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Münchener Rück's stock. These opinions can provide insight into Münchener Rück's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Münchener Rück's stock performance is not an exact science, and many factors can impact Münchener Rück's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Complementary Tools for Münchener Stock analysis

When running Münchener Rück's price analysis, check to measure Münchener Rück'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 Münchener Rück is operating at the current time. Most of Münchener Rück's value examination focuses on studying past and present price action to predict the probability of Münchener Rück's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Münchener Rück's price. Additionally, you may evaluate how the addition of Münchener Rück to your portfolios can decrease your overall portfolio volatility.
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