WALGREENS BOOTS ALLIANCE Performance
| 931427AR9 | 81.43 18.21 28.80% |
The entity maintains a market beta of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WALGREENS are expected to decrease at a much lower rate. During the bear market, WALGREENS is likely to outperform the market.
Risk-Adjusted Performance
7 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in WALGREENS BOOTS ALLIANCE are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, WALGREENS sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 7.308 |
WALGREENS |
WALGREENS Relative Risk vs. Return Landscape
If you would invest 6,987 in WALGREENS BOOTS ALLIANCE on September 5, 2024 and sell it today you would earn a total of 1,431 from holding WALGREENS BOOTS ALLIANCE or generate 20.48% return on investment over 90 days. WALGREENS BOOTS ALLIANCE is generating 0.4028% of daily returns and assumes 4.1985% volatility on return distribution over the 90 days horizon. Simply put, 37% of bonds are less volatile than WALGREENS, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
WALGREENS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WALGREENS's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as WALGREENS BOOTS ALLIANCE, and traders can use it to determine the average amount a WALGREENS'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 = 0.0959
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 4.2 actual daily | 37 63% of assets are more volatile |
Expected Return
| 0.4 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average WALGREENS 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 WALGREENS by adding it to a well-diversified portfolio.
About WALGREENS Performance
By analyzing WALGREENS's fundamental ratios, stakeholders can gain valuable insights into WALGREENS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if WALGREENS 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 WALGREENS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| WALGREENS had very high historical volatility over the last 90 days |
Other Information on Investing in WALGREENS Bond
WALGREENS financial ratios help investors to determine whether WALGREENS 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 WALGREENS with respect to the benefits of owning WALGREENS security.