US064159DF05 Performance
| 064159DF0 | 65.25 0.00 0.00% |
The bond owns a Beta (Systematic Risk) of 1.29, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, 064159DF0 will likely underperform.
Risk-Adjusted Performance
8 of 100
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OK
Compared to the overall equity markets, risk-adjusted returns on investments in US064159DF05 are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain basic indicators, 064159DF0 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
064159DF0 |
064159DF0 Relative Risk vs. Return Landscape
If you would invest 6,150 in US064159DF05 on September 1, 2024 and sell it today you would earn a total of 375.00 from holding US064159DF05 or generate 6.1% return on investment over 90 days. US064159DF05 is generating 0.7041% of daily returns and assumes 6.8133% volatility on return distribution over the 90 days horizon. Simply put, 60% of bonds are less volatile than 064159DF0, and 86% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
064159DF0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 064159DF0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US064159DF05, and traders can use it to determine the average amount a 064159DF0'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 = 0.1033
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 6.81 actual daily | 60 60% of assets are less volatile |
Expected Return
| 0.7 actual daily | 13 87% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average 064159DF0 is performing at about 8% 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 064159DF0 by adding it to a well-diversified portfolio.
About 064159DF0 Performance
By analyzing 064159DF0's fundamental ratios, stakeholders can gain valuable insights into 064159DF0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 064159DF0 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 064159DF0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US064159DF05 is way too risky over 90 days horizon | |
| US064159DF05 appears to be risky and price may revert if volatility continues |
Other Information on Investing in 064159DF0 Bond
064159DF0 financial ratios help investors to determine whether 064159DF0 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 064159DF0 with respect to the benefits of owning 064159DF0 security.