US00507VAP40 Performance
| 00507VAP4 | 65.33 15.67 19.35% |
The bond owns a Beta (Systematic Risk) of -0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 00507VAP4 are expected to decrease at a much lower rate. During the bear market, 00507VAP4 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days US00507VAP40 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for US00507VAP40 investors. ...more
00507VAP4 |
00507VAP4 Relative Risk vs. Return Landscape
If you would invest 8,241 in US00507VAP40 on August 31, 2024 and sell it today you would lose (1,708) from holding US00507VAP40 or give up 20.73% of portfolio value over 90 days. US00507VAP40 is generating negative expected returns and assumes 4.1902% volatility on return distribution over the 90 days horizon. Simply put, 37% of bonds are less volatile than 00507VAP4, 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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00507VAP4 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00507VAP4's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US00507VAP40, and traders can use it to determine the average amount a 00507VAP4'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 = -0.1981
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| Negative Returns | 00507VAP4 |
Estimated Market Risk
| 4.19 actual daily | 37 63% of assets are more volatile |
Expected Return
| -0.83 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 00507VAP4 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 00507VAP4 by adding 00507VAP4 to a well-diversified portfolio.
About 00507VAP4 Performance
By analyzing 00507VAP4's fundamental ratios, stakeholders can gain valuable insights into 00507VAP4's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 00507VAP4 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 00507VAP4 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US00507VAP40 generated a negative expected return over the last 90 days | |
| US00507VAP40 has high historical volatility and very poor performance |
Other Information on Investing in 00507VAP4 Bond
00507VAP4 financial ratios help investors to determine whether 00507VAP4 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 00507VAP4 with respect to the benefits of owning 00507VAP4 security.