CONSUMERS ENERGY 395 Performance
| 210518DA1 | 81.96 0.62 0.76% |
The bond shows a Beta (market volatility) of -0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning CONSUMERS are expected to decrease at a much lower rate. During the bear market, CONSUMERS is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days CONSUMERS ENERGY 395 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 CONSUMERS ENERGY 395 investors. ...more
CONSUMERS |
CONSUMERS Relative Risk vs. Return Landscape
If you would invest 8,428 in CONSUMERS ENERGY 395 on August 30, 2024 and sell it today you would lose (232.00) from holding CONSUMERS ENERGY 395 or give up 2.75% of portfolio value over 90 days. CONSUMERS ENERGY 395 is generating negative expected returns and assumes 1.2871% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than CONSUMERS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CONSUMERS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CONSUMERS's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CONSUMERS ENERGY 395, and traders can use it to determine the average amount a CONSUMERS'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 = -0.0881
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| Negative Returns | 210518DA1 |
Estimated Market Risk
| 1.29 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CONSUMERS 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 CONSUMERS by adding CONSUMERS to a well-diversified portfolio.
About CONSUMERS Performance
By analyzing CONSUMERS's fundamental ratios, stakeholders can gain valuable insights into CONSUMERS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CONSUMERS 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 CONSUMERS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| CONSUMERS ENERGY 5 generated a negative expected return over the last 90 days |
Other Information on Investing in CONSUMERS Bond
CONSUMERS financial ratios help investors to determine whether CONSUMERS 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 CONSUMERS with respect to the benefits of owning CONSUMERS security.