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Ambac Financial Group, Inc. (AMBC)

Equity · Currency in USD · Last updated Sep 23, 2022

Company Info

ISINUS0231398845
CUSIP023139884
SectorFinancial Services
IndustryInsurance—Specialty

Trading Data

Previous Close$13.90
Year Range$7.30 - $17.51
EMA (50)$13.73
EMA (200)$13.19
Average Volume$451.09K
Market Capitalization$656.01M

AMBCShare Price Chart


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AMBCPerformance

The chart shows the growth of $10,000 invested in Ambac Financial Group, Inc. in May 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $6,850 for a total return of roughly -31.50%. All prices are adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%AprilMayJuneJulyAugustSeptember
65.46%
-17.87%
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

AMBCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-6.93%-9.18%
6M56.57%-15.67%
YTD-14.64%-21.15%
1Y1.86%-13.69%
5Y-5.13%8.49%
10Y-3.95%9.65%

AMBCMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-11.71%-9.46%-18.94%-25.67%38.55%5.98%3.70%28.21%-9.21%
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%
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%
20199.74%4.49%-8.35%3.20%-18.72%10.86%8.13%-0.99%8.37%4.86%1.56%3.60%
20181.38%-6.48%3.50%8.61%8.81%7.12%2.87%3.48%-3.36%0.78%-15.06%-1.37%
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%
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%
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%
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%
201326.00%-5.44%5.08%-11.50%-18.14%11.30%17.14%3.85%

AMBCSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Ambac Financial Group, Inc. Sharpe ratio is 0.02. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.02
-0.67
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

AMBCDividend History


Ambac Financial Group, Inc. doesn't pay dividends

AMBCDrawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-60.50%
-21.65%
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)

AMBCWorst Drawdowns

The table below shows the maximum drawdowns of the Ambac Financial Group, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Ambac Financial Group, Inc. is 78.95%, recorded on May 10, 2022. The portfolio has not recovered from it yet.


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

AMBCVolatility Chart

Current Ambac Financial Group, Inc. volatility is 38.31%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%50.00%100.00%150.00%AprilMayJuneJulyAugustSeptember
38.31%
25.76%
AMBC (Ambac Financial Group, Inc.)
Benchmark (^GSPC)