US29366MAB46 Performance
| 29366MAB4 | 63.10 0.24 0.38% |
The bond owns a Beta (Systematic Risk) of -0.0793, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 29366MAB4 are expected to decrease at a much lower rate. During the bear market, 29366MAB4 is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in US29366MAB46 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 29366MAB4 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
29366MAB4 |
29366MAB4 Relative Risk vs. Return Landscape
If you would invest 6,143 in US29366MAB46 on September 3, 2024 and sell it today you would earn a total of 167.00 from holding US29366MAB46 or generate 2.72% return on investment over 90 days. US29366MAB46 is generating 0.0585% of daily returns and assumes 0.9905% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 29366MAB4, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
29366MAB4 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 29366MAB4's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US29366MAB46, and traders can use it to determine the average amount a 29366MAB4'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 = 0.059
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Estimated Market Risk
| 0.99 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average 29366MAB4 is performing at about 4% 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 29366MAB4 by adding it to a well-diversified portfolio.
About 29366MAB4 Performance
By analyzing 29366MAB4's fundamental ratios, stakeholders can gain valuable insights into 29366MAB4's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 29366MAB4 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 29366MAB4 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.