CAT 365 12 AUG 25 Performance
| 14913R2Z9 | 97.77 1.42 1.43% |
The entity shows a Beta (market volatility) of 0.0526, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 14913R2Z9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 14913R2Z9 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days CAT 365 12 AUG 25 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 14913R2Z9 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
14913R2Z9 |
14913R2Z9 Relative Risk vs. Return Landscape
If you would invest 9,928 in CAT 365 12 AUG 25 on September 4, 2024 and sell it today you would lose (151.00) from holding CAT 365 12 AUG 25 or give up 1.52% of portfolio value over 90 days. CAT 365 12 AUG 25 is generating negative expected returns and assumes 0.2247% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than 14913R2Z9, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
14913R2Z9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 14913R2Z9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CAT 365 12 AUG 25, and traders can use it to determine the average amount a 14913R2Z9'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 = -0.1185
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| Negative Returns | 14913R2Z9 |
Estimated Market Risk
| 0.22 actual daily | 1 99% 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 14913R2Z9 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 14913R2Z9 by adding 14913R2Z9 to a well-diversified portfolio.
About 14913R2Z9 Performance
By analyzing 14913R2Z9's fundamental ratios, stakeholders can gain valuable insights into 14913R2Z9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 14913R2Z9 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 14913R2Z9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| CAT 365 12 generated a negative expected return over the last 90 days |
Other Information on Investing in 14913R2Z9 Bond
14913R2Z9 financial ratios help investors to determine whether 14913R2Z9 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 14913R2Z9 with respect to the benefits of owning 14913R2Z9 security.