BALN 3 15 SEP 50 Performance
| 05523RAE7 | 66.01 0.14 0.21% |
The entity shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 05523RAE7's returns are expected to increase less than the market. However, during the bear market, the loss of holding 05523RAE7 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days BALN 3 15 SEP 50 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak 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 BALN 3 15 SEP 50 investors. ...more
05523RAE7 |
05523RAE7 Relative Risk vs. Return Landscape
If you would invest 6,892 in BALN 3 15 SEP 50 on August 24, 2024 and sell it today you would lose (291.00) from holding BALN 3 15 SEP 50 or give up 4.22% of portfolio value over 90 days. BALN 3 15 SEP 50 is generating negative expected returns and assumes 2.7548% volatility on return distribution over the 90 days horizon. Simply put, 24% of bonds are less volatile than 05523RAE7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
05523RAE7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05523RAE7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BALN 3 15 SEP 50, and traders can use it to determine the average amount a 05523RAE7'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 = -0.0468
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| Negative Returns | 05523RAE7 |
Estimated Market Risk
| 2.75 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 05523RAE7 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 05523RAE7 by adding 05523RAE7 to a well-diversified portfolio.
About 05523RAE7 Performance
By analyzing 05523RAE7's fundamental ratios, stakeholders can gain valuable insights into 05523RAE7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 05523RAE7 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 05523RAE7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BALN 3 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 05523RAE7 Bond
05523RAE7 financial ratios help investors to determine whether 05523RAE7 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 05523RAE7 with respect to the benefits of owning 05523RAE7 security.