AVALONBAY CMNTYS INC Performance
| 05348EBA6 | 96.04 1.14 1.17% |
The bond owns a Beta (Systematic Risk) of -0.0096, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AVALONBAY are expected to decrease at a much lower rate. During the bear market, AVALONBAY is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days AVALONBAY CMNTYS INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, AVALONBAY 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 | 5.669 |
AVALONBAY |
AVALONBAY Relative Risk vs. Return Landscape
If you would invest 9,764 in AVALONBAY CMNTYS INC on September 2, 2024 and sell it today you would lose (160.00) from holding AVALONBAY CMNTYS INC or give up 1.64% of portfolio value over 90 days. AVALONBAY CMNTYS INC is generating negative expected returns and assumes 0.2398% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than AVALONBAY, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AVALONBAY Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AVALONBAY's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AVALONBAY CMNTYS INC, and traders can use it to determine the average amount a AVALONBAY'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 = -0.1218
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| Negative Returns | 05348EBA6 |
Estimated Market Risk
| 0.24 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AVALONBAY 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 AVALONBAY by adding AVALONBAY to a well-diversified portfolio.
About AVALONBAY Performance
By analyzing AVALONBAY's fundamental ratios, stakeholders can gain valuable insights into AVALONBAY's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if AVALONBAY 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 AVALONBAY has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
AvalonBay Communities, Inc. is a real estate investment trust . It is engaged in developing, acquiring, owning and operating apartment communities in high barrier to entry markets of the United States.| AVALONBAY CMNTYS INC generated a negative expected return over the last 90 days |
Other Information on Investing in AVALONBAY Bond
AVALONBAY financial ratios help investors to determine whether AVALONBAY 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 AVALONBAY with respect to the benefits of owning AVALONBAY security.