FORTUNE BRANDS INC Performance
| 349631AG6 | 105.10 0.47 0.45% |
The bond shows a Beta (market volatility) of 0.038, which means not very significant fluctuations relative to the market. As returns on the market increase, FORTUNE's returns are expected to increase less than the market. However, during the bear market, the loss of holding FORTUNE is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days FORTUNE BRANDS INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unsteady 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 FORTUNE BRANDS INC investors. ...more
| Yield To Maturity | 5.800 |
FORTUNE |
FORTUNE Relative Risk vs. Return Landscape
If you would invest 10,778 in FORTUNE BRANDS INC on August 26, 2024 and sell it today you would lose (268.00) from holding FORTUNE BRANDS INC or give up 2.49% of portfolio value over 90 days. FORTUNE BRANDS INC is generating negative expected returns and assumes 0.5455% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than FORTUNE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FORTUNE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FORTUNE's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as FORTUNE BRANDS INC, and traders can use it to determine the average amount a FORTUNE'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 = -0.2402
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| Negative Returns | 349631AG6 |
Estimated Market Risk
| 0.55 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.24 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FORTUNE 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 FORTUNE by adding FORTUNE to a well-diversified portfolio.
About FORTUNE Performance
By analyzing FORTUNE's fundamental ratios, stakeholders can gain valuable insights into FORTUNE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FORTUNE 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 FORTUNE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| FORTUNE BRANDS INC generated a negative expected return over the last 90 days |
Other Information on Investing in FORTUNE Bond
FORTUNE financial ratios help investors to determine whether FORTUNE 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 FORTUNE with respect to the benefits of owning FORTUNE security.