KAISER FOUNDATION HOSPITALS Performance
| 48305QAE3 | 74.37 3.68 5.21% |
The entity secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KAISER are expected to decrease at a much lower rate. During the bear market, KAISER is likely to outperform the market.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in KAISER FOUNDATION HOSPITALS are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat inconsistent basic indicators, KAISER may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
| Yield To Maturity | 5.719 |
KAISER |
KAISER Relative Risk vs. Return Landscape
If you would invest 6,961 in KAISER FOUNDATION HOSPITALS on December 21, 2024 and sell it today you would earn a total of 476.00 from holding KAISER FOUNDATION HOSPITALS or generate 6.84% return on investment over 90 days. KAISER FOUNDATION HOSPITALS is generating 0.1351% of daily returns and assumes 1.0495% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than KAISER, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KAISER Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KAISER's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as KAISER FOUNDATION HOSPITALS, and traders can use it to determine the average amount a KAISER'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 = 0.1287
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | 48305QAE3 | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.05 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average KAISER is performing at about 10% 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 KAISER by adding it to a well-diversified portfolio.
About KAISER Performance
By analyzing KAISER's fundamental ratios, stakeholders can gain valuable insights into KAISER's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if KAISER 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 KAISER has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.