AALLN 395 10 SEP 50 Performance
| 034863AY6 | 78.45 0.00 0.00% |
The entity shows a Beta (market volatility) of -0.0515, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AALLN are expected to decrease at a much lower rate. During the bear market, AALLN is likely to outperform the market.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in AALLN 395 10 SEP 50 are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, AALLN is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
AALLN |
AALLN Relative Risk vs. Return Landscape
If you would invest 7,687 in AALLN 395 10 SEP 50 on September 3, 2024 and sell it today you would earn a total of 158.00 from holding AALLN 395 10 SEP 50 or generate 2.06% return on investment over 90 days. AALLN 395 10 SEP 50 is generating 0.0527% of daily returns and assumes 1.0459% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than AALLN, 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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AALLN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AALLN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AALLN 395 10 SEP 50, and traders can use it to determine the average amount a AALLN'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 = 0.0504
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Estimated Market Risk
| 1.05 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average AALLN is performing at about 3% of its full potential. 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 AALLN by adding it to a well-diversified portfolio.
About AALLN Performance
By analyzing AALLN's fundamental ratios, stakeholders can gain valuable insights into AALLN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if AALLN 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 AALLN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.