BA 75 15 AUG 42 Performance
| 097023AQ8 | 110.50 7.00 5.96% |
The entity owns a Beta (Systematic Risk) of -0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 097023AQ8 are expected to decrease at a much lower rate. During the bear market, 097023AQ8 is likely to outperform the market.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in BA 75 15 AUG 42 are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat fragile basic indicators, 097023AQ8 may actually be approaching a critical reversion point that can send shares even higher in February 2025. ...more
097023AQ8 |
097023AQ8 Relative Risk vs. Return Landscape
If you would invest 11,887 in BA 75 15 AUG 42 on October 23, 2024 and sell it today you would earn a total of 177.00 from holding BA 75 15 AUG 42 or generate 1.49% return on investment over 90 days. BA 75 15 AUG 42 is generating 0.1521% of daily returns and assumes 4.06% volatility on return distribution over the 90 days horizon. Simply put, 36% of bonds are less volatile than 097023AQ8, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
097023AQ8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 097023AQ8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BA 75 15 AUG 42, and traders can use it to determine the average amount a 097023AQ8'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 = 0.0375
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 097023AQ8 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 4.06 actual daily | 36 64% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average 097023AQ8 is performing at about 2% 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 097023AQ8 by adding it to a well-diversified portfolio.
About 097023AQ8 Performance
By analyzing 097023AQ8's fundamental ratios, stakeholders can gain valuable insights into 097023AQ8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 097023AQ8 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 097023AQ8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 097023AQ8 had very high historical volatility over the last 90 days |
Other Information on Investing in 097023AQ8 Bond
097023AQ8 financial ratios help investors to determine whether 097023AQ8 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 097023AQ8 with respect to the benefits of owning 097023AQ8 security.