WILLIS NORTH AMER Performance
| 970648AG6 | 92.34 6.83 6.89% |
The entity maintains a market beta of -0.0582, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WILLIS are expected to decrease at a much lower rate. During the bear market, WILLIS is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days WILLIS NORTH AMER has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, WILLIS is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
WILLIS |
WILLIS Relative Risk vs. Return Landscape
If you would invest 9,967 in WILLIS NORTH AMER on September 2, 2024 and sell it today you would lose (268.00) from holding WILLIS NORTH AMER or give up 2.69% of portfolio value over 90 days. WILLIS NORTH AMER is generating negative expected returns and assumes 1.112% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than WILLIS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
WILLIS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WILLIS's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as WILLIS NORTH AMER, and traders can use it to determine the average amount a WILLIS'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 = -0.0333
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| Negative Returns | 970648AG6 |
Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average WILLIS 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 WILLIS by adding WILLIS to a well-diversified portfolio.
About WILLIS Performance
By analyzing WILLIS's fundamental ratios, stakeholders can gain valuable insights into WILLIS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if WILLIS 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 WILLIS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| WILLIS NORTH AMER generated a negative expected return over the last 90 days |
Other Information on Investing in WILLIS Bond
WILLIS financial ratios help investors to determine whether WILLIS 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 WILLIS with respect to the benefits of owning WILLIS security.