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Ambac Financial Group, Inc. (AMBC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0231398845
CUSIP023139884
SectorFinancial Services
IndustryInsurance - Specialty

Highlights

Market Cap$585.21M
EPS (TTM)$1.34
PE Ratio9.66
PEG Ratio0.90
Total Revenue (TTM)$313.00M
Gross Profit (TTM)$312.00M
EBITDA (TTM)$94.00M
Year Range$11.26 - $18.45
Target Price$17.50
Short %7.93%
Short Ratio5.96

Share Price Chart


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Ambac Financial Group, Inc.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ambac Financial Group, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%2024FebruaryMarchAprilMayJune
-37.40%
243.19%
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Ambac Financial Group, Inc. had a return of -24.03% year-to-date (YTD) and -13.36% in the last 12 months. Over the past 10 years, Ambac Financial Group, Inc. had an annualized return of -7.89%, while the S&P 500 had an annualized return of 10.85%, indicating that Ambac Financial Group, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-24.03%13.87%
1 month-30.68%2.33%
6 months-21.36%15.10%
1 year-13.36%22.72%
5 years (annualized)-3.66%13.49%
10 years (annualized)-7.89%10.85%

Monthly Returns

The table below presents the monthly returns of AMBC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.40%0.68%-4.46%-7.55%22.63%-24.03%
2023-4.47%-0.66%-6.47%3.04%-12.66%2.23%-0.70%-8.91%-6.37%0.58%21.60%11.73%-5.50%
2022-11.71%-9.46%-18.94%-25.67%38.55%5.98%3.70%28.21%-15.51%10.20%15.73%7.26%8.66%
2021-6.24%17.55%-1.24%2.45%-12.01%3.78%-7.28%-2.96%1.63%18.09%-11.65%7.43%4.36%
2020-0.65%-10.31%-35.80%39.38%-21.98%6.71%-10.61%-1.33%1.11%-3.84%19.22%5.05%-28.70%
20199.74%4.49%-8.35%3.20%-18.72%10.86%8.13%-0.99%8.37%4.86%1.56%3.60%25.12%
20181.38%-6.48%3.50%8.61%8.81%7.12%2.87%3.48%-3.36%0.78%-15.06%-1.37%7.88%
2017-7.02%5.64%-14.66%3.02%-14.98%5.02%17.75%-10.96%-5.11%-5.68%-7.49%6.11%-28.98%
2016-0.35%8.76%3.47%2.72%1.60%-0.18%10.45%-0.22%1.38%0.33%32.79%-8.16%59.69%
2015-0.20%1.80%-2.77%-4.92%1.61%-28.83%-3.61%1.31%-10.95%11.61%4.52%-16.53%-42.49%
2014-4.56%47.44%-10.21%-2.74%-6.66%-3.05%-17.03%6.80%-8.68%3.53%7.34%-0.24%-0.24%
201326.00%-5.44%5.08%-11.50%-18.14%11.30%17.14%3.85%22.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMBC is 31, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AMBC is 3131
AMBC (Ambac Financial Group, Inc.)
The Sharpe Ratio Rank of AMBC is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of AMBC is 3333Sortino Ratio Rank
The Omega Ratio Rank of AMBC is 3232Omega Ratio Rank
The Calmar Ratio Rank of AMBC is 3838Calmar Ratio Rank
The Martin Ratio Rank of AMBC is 2020Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Ambac Financial Group, Inc. (AMBC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMBC
Sharpe ratio
The chart of Sharpe ratio for AMBC, currently valued at -0.29, compared to the broader market-2.00-1.000.001.002.003.00-0.29
Sortino ratio
The chart of Sortino ratio for AMBC, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.006.00-0.16
Omega ratio
The chart of Omega ratio for AMBC, currently valued at 0.98, compared to the broader market0.501.001.502.000.98
Calmar ratio
The chart of Calmar ratio for AMBC, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.18
Martin ratio
The chart of Martin ratio for AMBC, currently valued at -1.15, compared to the broader market-10.000.0010.0020.00-1.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market-2.00-1.000.001.002.003.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market-10.000.0010.0020.008.02

Sharpe Ratio

The current Ambac Financial Group, Inc. Sharpe ratio is -0.29. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Ambac Financial Group, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
-0.29
2.14
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Ambac Financial Group, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-63.90%
-0.04%
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Ambac Financial Group, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Ambac Financial Group, Inc. was 78.95%, occurring on May 10, 2022. The portfolio has not yet recovered.

The current Ambac Financial Group, Inc. drawdown is 63.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.95%Mar 6, 20142061May 10, 2022
-42.78%May 21, 201399Oct 9, 201393Feb 24, 2014192
-6.95%May 9, 20135May 15, 20132May 17, 20137
-4.22%Mar 3, 20141Mar 3, 20142Mar 5, 20143

Volatility

Volatility Chart

The current Ambac Financial Group, Inc. volatility is 22.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%2024FebruaryMarchAprilMayJune
22.32%
2.26%
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Ambac Financial Group, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items