ABBVIE INC Performance
| 00287YCY3 | 99.58 3.59 3.74% |
The entity owns a Beta (Systematic Risk) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ABBVIE's returns are expected to increase less than the market. However, during the bear market, the loss of holding ABBVIE is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in ABBVIE INC are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, ABBVIE is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 5.614 |
ABBVIE |
ABBVIE Relative Risk vs. Return Landscape
If you would invest 9,578 in ABBVIE INC on December 17, 2024 and sell it today you would earn a total of 380.00 from holding ABBVIE INC or generate 3.97% return on investment over 90 days. ABBVIE INC is generating 0.0665% of daily returns and assumes 0.7437% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than ABBVIE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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ABBVIE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABBVIE's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ABBVIE INC, and traders can use it to determine the average amount a ABBVIE'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 = 0.0894
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Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average ABBVIE is performing at about 7% 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 ABBVIE by adding it to a well-diversified portfolio.
About ABBVIE Performance
By analyzing ABBVIE's fundamental ratios, stakeholders can gain valuable insights into ABBVIE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ABBVIE 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 ABBVIE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.