EXPNLN 425 01 FEB 29 Performance
| 30217AAB9 | 98.23 0.13 0.13% |
The bond shows a Beta (market volatility) of 0.0424, which means not very significant fluctuations relative to the market. As returns on the market increase, EXPNLN's returns are expected to increase less than the market. However, during the bear market, the loss of holding EXPNLN is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days EXPNLN 425 01 FEB 29 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, EXPNLN is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
EXPNLN |
EXPNLN Relative Risk vs. Return Landscape
If you would invest 9,953 in EXPNLN 425 01 FEB 29 on August 31, 2024 and sell it today you would lose (130.00) from holding EXPNLN 425 01 FEB 29 or give up 1.31% of portfolio value over 90 days. EXPNLN 425 01 FEB 29 is generating negative expected returns and assumes 0.3212% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than EXPNLN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
EXPNLN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EXPNLN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as EXPNLN 425 01 FEB 29, and traders can use it to determine the average amount a EXPNLN'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 = -0.1263
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| Negative Returns | 30217AAB9 |
Estimated Market Risk
| 0.32 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EXPNLN 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 EXPNLN by adding EXPNLN to a well-diversified portfolio.
About EXPNLN Performance
By analyzing EXPNLN's fundamental ratios, stakeholders can gain valuable insights into EXPNLN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if EXPNLN 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 EXPNLN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| EXPNLN 425 01 generated a negative expected return over the last 90 days | |
| Latest headline from gurufocus.com: Analog Devices Inc Shares Up 2.88 percent on Nov 25 |
Other Information on Investing in EXPNLN Bond
EXPNLN financial ratios help investors to determine whether EXPNLN 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 EXPNLN with respect to the benefits of owning EXPNLN security.