Swiss Life (Germany) Performance
| SLW1 Stock | 37.00 0.60 1.60% |
Swiss Life has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Swiss Life's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swiss Life is expected to be smaller as well. Swiss Life Holding right now has a risk of 2.37%. Please validate Swiss Life standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Swiss Life will be following its existing price patterns.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Swiss Life Holding are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Swiss Life is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 7.9 B | |
| Total Cashflows From Investing Activities | -192 M |
Swiss |
Swiss Life Relative Risk vs. Return Landscape
If you would invest 3,600 in Swiss Life Holding on September 12, 2024 and sell it today you would earn a total of 100.00 from holding Swiss Life Holding or generate 2.78% return on investment over 90 days. Swiss Life Holding is generating 0.0703% of daily returns assuming 2.3664% volatility of returns over the 90 days investment horizon. Simply put, 21% of all stocks have less volatile historical return distribution than Swiss Life, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Swiss Life Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Life's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Swiss Life Holding, and traders can use it to determine the average amount a Swiss Life'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 = 0.0297
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| Cash | Small Risk | SLW1 | High Risk | Huge Risk |
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Estimated Market Risk
| 2.37 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Swiss Life is performing at about 2% 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 Swiss Life by adding it to a well-diversified portfolio.
Swiss Life Fundamentals Growth
Swiss Stock prices reflect investors' perceptions of the future prospects and financial health of Swiss Life, and Swiss Life 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 Swiss Stock performance.
| Return On Equity | 0.0938 | |||
| Return On Asset | 0.0044 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.07 % | |||
| Current Valuation | 18.59 B | |||
| Shares Outstanding | 604.1 M | |||
| Price To Book | 1.33 X | |||
| Price To Sales | 0.66 X | |||
| Revenue | 22.16 B | |||
| EBITDA | 1.66 B | |||
| Total Debt | 8.05 B | |||
| Book Value Per Share | 17.56 X | |||
| Cash Flow From Operations | 296 M | |||
| Earnings Per Share | 2.12 X | |||
| Total Asset | 240.42 B | |||
About Swiss Life Performance
By analyzing Swiss Life's fundamental ratios, stakeholders can gain valuable insights into Swiss Life's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Swiss Life 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 Swiss Life has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Swiss Life Holding performance evaluation
Checking the ongoing alerts about Swiss Life for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Swiss Life Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Swiss Life's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Swiss Life's stock performance include:- Analyzing Swiss Life'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 Swiss Life's stock is overvalued or undervalued compared to its peers.
- Examining Swiss Life'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 Swiss Life's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Swiss Life's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Swiss Life's stock. These opinions can provide insight into Swiss Life's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Swiss Stock analysis
When running Swiss Life's price analysis, check to measure Swiss Life'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 Swiss Life is operating at the current time. Most of Swiss Life's value examination focuses on studying past and present price action to predict the probability of Swiss Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swiss Life's price. Additionally, you may evaluate how the addition of Swiss Life to your portfolios can decrease your overall portfolio volatility.
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