EXELON P 495 Performance
| 30161NAQ4 | 97.66 2.81 2.80% |
The bond shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EXELON are expected to decrease at a much lower rate. During the bear market, EXELON is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in EXELON P 495 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, EXELON is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
EXELON |
EXELON Relative Risk vs. Return Landscape
If you would invest 9,900 in EXELON P 495 on August 31, 2024 and sell it today you would earn a total of 143.00 from holding EXELON P 495 or generate 1.44% return on investment over 90 days. EXELON P 495 is generating 0.0312% of daily returns and assumes 1.247% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than EXELON, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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EXELON Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EXELON's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as EXELON P 495, and traders can use it to determine the average amount a EXELON'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 = 0.025
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Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 1 99% of assets perform better |
Based on monthly moving average EXELON is performing at about 1% 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 EXELON by adding it to a well-diversified portfolio.
About EXELON Performance
By analyzing EXELON's fundamental ratios, stakeholders can gain valuable insights into EXELON's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if EXELON 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 EXELON has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.