UNITEDHEALTH GROUP INC Performance
| 91324PDT6 | 88.17 7.44 9.22% |
The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, UNITEDHEALTH's returns are expected to increase less than the market. However, during the bear market, the loss of holding UNITEDHEALTH 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 UNITEDHEALTH GROUP INC are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, UNITEDHEALTH is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 5.721 |
UNITEDHEALTH |
UNITEDHEALTH Relative Risk vs. Return Landscape
If you would invest 8,433 in UNITEDHEALTH GROUP INC on October 7, 2024 and sell it today you would earn a total of 384.00 from holding UNITEDHEALTH GROUP INC or generate 4.55% return on investment over 90 days. UNITEDHEALTH GROUP INC is generating 0.0845% of daily returns and assumes 1.4693% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than UNITEDHEALTH, 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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UNITEDHEALTH Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UNITEDHEALTH's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as UNITEDHEALTH GROUP INC, and traders can use it to determine the average amount a UNITEDHEALTH'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 = 0.0575
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Estimated Market Risk
| 1.47 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average UNITEDHEALTH is performing at about 4% 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 UNITEDHEALTH by adding it to a well-diversified portfolio.
About UNITEDHEALTH Performance
By analyzing UNITEDHEALTH's fundamental ratios, stakeholders can gain valuable insights into UNITEDHEALTH's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if UNITEDHEALTH 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 UNITEDHEALTH has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.