CONSTELLATION BRANDS INC Performance
| 21036PBD9 | 85.82 10.38 10.79% |
The bond shows a Beta (market volatility) of -0.0167, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CONSTELLATION are expected to decrease at a much lower rate. During the bear market, CONSTELLATION is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days CONSTELLATION BRANDS INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unsteady performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for CONSTELLATION BRANDS INC investors. ...more
| Yield To Maturity | 6.155 |
CONSTELLATION |
CONSTELLATION Relative Risk vs. Return Landscape
If you would invest 9,749 in CONSTELLATION BRANDS INC on August 31, 2024 and sell it today you would lose (1,167) from holding CONSTELLATION BRANDS INC or give up 11.97% of portfolio value over 90 days. CONSTELLATION BRANDS INC is generating negative expected returns and assumes 1.9644% volatility on return distribution over the 90 days horizon. Simply put, 17% of bonds are less volatile than CONSTELLATION, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CONSTELLATION Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CONSTELLATION's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CONSTELLATION BRANDS INC, and traders can use it to determine the average amount a CONSTELLATION'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 = -0.1372
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| Negative Returns | 21036PBD9 |
Estimated Market Risk
| 1.96 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CONSTELLATION 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 CONSTELLATION by adding CONSTELLATION to a well-diversified portfolio.
About CONSTELLATION Performance
By analyzing CONSTELLATION's fundamental ratios, stakeholders can gain valuable insights into CONSTELLATION's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CONSTELLATION 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 CONSTELLATION has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| CONSTELLATION generated a negative expected return over the last 90 days |
Other Information on Investing in CONSTELLATION Bond
CONSTELLATION financial ratios help investors to determine whether CONSTELLATION 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 CONSTELLATION with respect to the benefits of owning CONSTELLATION security.