AEP 595 01 NOV 32 Performance
| 025537AW1 | 100.74 5.13 4.85% |
The bond shows a Beta (market volatility) of 0.0307, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 025537AW1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 025537AW1 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days AEP 595 01 NOV 32 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest abnormal performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for AEP 595 01 NOV 32 investors. ...more
025537AW1 |
025537AW1 Relative Risk vs. Return Landscape
If you would invest 10,775 in AEP 595 01 NOV 32 on September 4, 2024 and sell it today you would lose (701.00) from holding AEP 595 01 NOV 32 or give up 6.51% of portfolio value over 90 days. AEP 595 01 NOV 32 is generating negative expected returns and assumes 0.7959% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 025537AW1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
025537AW1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 025537AW1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AEP 595 01 NOV 32, and traders can use it to determine the average amount a 025537AW1'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 = -0.1323
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| Negative Returns | 025537AW1 |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 025537AW1 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 025537AW1 by adding 025537AW1 to a well-diversified portfolio.
About 025537AW1 Performance
By analyzing 025537AW1's fundamental ratios, stakeholders can gain valuable insights into 025537AW1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 025537AW1 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 025537AW1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| AEP 595 01 generated a negative expected return over the last 90 days |
Other Information on Investing in 025537AW1 Bond
025537AW1 financial ratios help investors to determine whether 025537AW1 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 025537AW1 with respect to the benefits of owning 025537AW1 security.