DIAGEO CAPITAL PLC Performance
| 25243YBE8 | 83.11 0.22 0.27% |
The bond owns a Beta (Systematic Risk) of -0.0859, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DIAGEO are expected to decrease at a much lower rate. During the bear market, DIAGEO is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days DIAGEO CAPITAL PLC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, DIAGEO is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
DIAGEO |
DIAGEO Relative Risk vs. Return Landscape
If you would invest 8,490 in DIAGEO CAPITAL PLC on August 31, 2024 and sell it today you would lose (179.00) from holding DIAGEO CAPITAL PLC or give up 2.11% of portfolio value over 90 days. DIAGEO CAPITAL PLC is generating negative expected returns and assumes 0.5035% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than DIAGEO, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
DIAGEO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DIAGEO's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as DIAGEO CAPITAL PLC, and traders can use it to determine the average amount a DIAGEO'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 = -0.0839
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| Negative Returns | 25243YBE8 |
Estimated Market Risk
| 0.5 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average DIAGEO 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 DIAGEO by adding DIAGEO to a well-diversified portfolio.
About DIAGEO Performance
By analyzing DIAGEO's fundamental ratios, stakeholders can gain valuable insights into DIAGEO's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if DIAGEO 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 DIAGEO has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| DIAGEO CAPITAL PLC generated a negative expected return over the last 90 days |
Other Information on Investing in DIAGEO Bond
DIAGEO financial ratios help investors to determine whether DIAGEO 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 DIAGEO with respect to the benefits of owning DIAGEO security.