Humana (Germany) Performance

HUM Stock  EUR 248.30  10.60  4.09%   
The company retains a Market Volatility (i.e., Beta) of 0.098, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Humana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Humana is expected to be smaller as well. At this point, Humana Inc has a negative expected return of -0.11%. Please make sure to check out Humana's skewness, day median price, and the relationship between the treynor ratio and daily balance of power , to decide if Humana Inc performance from the past will be repeated at some point in the near future.

Risk-Adjusted Performance

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Over the last 90 days Humana Inc has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
Begin Period Cash Flow3.4 B
Free Cash Flow3.5 B
  

Humana Relative Risk vs. Return Landscape

If you would invest  27,103  in Humana Inc on December 5, 2024 and sell it today you would lose (2,273) from holding Humana Inc or give up 8.39% of portfolio value over 90 days. Humana Inc is currently producing negative expected returns and takes up 2.7359% volatility of returns over 90 trading days. Put another way, 24% of traded stocks are less volatile than Humana, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
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Assuming the 90 days horizon Humana is expected to under-perform the market. In addition to that, the company is 3.44 times more volatile than its market benchmark. It trades about -0.04 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.1 per unit of volatility.

Humana Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Humana's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Humana Inc, and traders can use it to determine the average amount a Humana'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 = -0.0405

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Estimated Market Risk

 2.74
  actual daily
24
76% of assets are more volatile

Expected Return

 -0.11
  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 Humana 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 Humana by adding Humana to a well-diversified portfolio.

Humana Fundamentals Growth

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

About Humana Performance

By analyzing Humana's fundamental ratios, stakeholders can gain valuable insights into Humana's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Humana 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 Humana has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Humana Inc., together with its subsidiaries, operates as a health and well-being company in the United States. Humana Inc. was founded in 1961 and is headquartered in Louisville, Kentucky. HUMANA INC operates under Health Care Plans classification in Germany and is traded on Frankfurt Stock Exchange. It employs 41600 people.

Things to note about Humana Inc performance evaluation

Checking the ongoing alerts about Humana for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Humana Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Humana Inc generated a negative expected return over the last 90 days
The company has €9.03 Billion in debt which may indicate that it relies heavily on debt financing
Over 96.0% of the company shares are owned by institutional investors
Evaluating Humana's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Humana's stock performance include:
  • Analyzing Humana'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 Humana's stock is overvalued or undervalued compared to its peers.
  • Examining Humana'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 Humana's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Humana's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Humana's stock. These opinions can provide insight into Humana's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Humana's stock performance is not an exact science, and many factors can impact Humana'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 Humana Stock analysis

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