ASSURED GTY HLDGS Performance
| 04621WAA8 | 111.26 1.50 1.33% |
The bond shows a Beta (market volatility) of 0.0901, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ASSURED's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASSURED is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days ASSURED GTY HLDGS has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ASSURED is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.461 |
ASSURED |
ASSURED Relative Risk vs. Return Landscape
If you would invest 11,280 in ASSURED GTY HLDGS on August 31, 2024 and sell it today you would lose (154.00) from holding ASSURED GTY HLDGS or give up 1.37% of portfolio value over 90 days. ASSURED GTY HLDGS is generating negative expected returns and assumes 0.9302% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than ASSURED, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ASSURED Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASSURED's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ASSURED GTY HLDGS, and traders can use it to determine the average amount a ASSURED'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 = -0.0213
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| Negative Returns | 04621WAA8 |
Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ASSURED 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 ASSURED by adding ASSURED to a well-diversified portfolio.
About ASSURED Performance
By analyzing ASSURED's fundamental ratios, stakeholders can gain valuable insights into ASSURED's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ASSURED 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 ASSURED has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ASSURED GTY HLDGS generated a negative expected return over the last 90 days |
Other Information on Investing in ASSURED Bond
ASSURED financial ratios help investors to determine whether ASSURED 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 ASSURED with respect to the benefits of owning ASSURED security.