T 365 15 SEP 59 Performance
| 00206RLV2 | 67.65 2.40 3.68% |
The entity owns a Beta (Systematic Risk) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 00206RLV2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 00206RLV2 is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days T 365 15 SEP 59 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 00206RLV2 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
00206RLV2 |
00206RLV2 Relative Risk vs. Return Landscape
If you would invest 7,085 in T 365 15 SEP 59 on August 31, 2024 and sell it today you would lose (320.00) from holding T 365 15 SEP 59 or give up 4.52% of portfolio value over 90 days. T 365 15 SEP 59 is generating negative expected returns and assumes 1.3302% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than 00206RLV2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
00206RLV2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00206RLV2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as T 365 15 SEP 59, and traders can use it to determine the average amount a 00206RLV2'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 = -0.0485
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 00206RLV2 |
Estimated Market Risk
| 1.33 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 00206RLV2 is not performing at its full potential. However, 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 00206RLV2 by adding 00206RLV2 to a well-diversified portfolio.
About 00206RLV2 Performance
By analyzing 00206RLV2's fundamental ratios, stakeholders can gain valuable insights into 00206RLV2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 00206RLV2 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 00206RLV2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 00206RLV2 generated a negative expected return over the last 90 days |
Other Information on Investing in 00206RLV2 Bond
00206RLV2 financial ratios help investors to determine whether 00206RLV2 Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 00206RLV2 with respect to the benefits of owning 00206RLV2 security.