GROUP 1 AUTOMOTIVE Performance
| 398905AN9 | 91.51 2.78 2.95% |
The bond retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding GROUP is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days GROUP 1 AUTOMOTIVE has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unfluctuating 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 GROUP 1 AUTOMOTIVE investors. ...more
| Yield To Maturity | 7.248 |
GROUP |
GROUP Relative Risk vs. Return Landscape
If you would invest 9,471 in GROUP 1 AUTOMOTIVE on August 29, 2024 and sell it today you would lose (759.00) from holding GROUP 1 AUTOMOTIVE or give up 8.01% of portfolio value over 90 days. GROUP 1 AUTOMOTIVE is generating negative expected returns and assumes 0.7798% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than GROUP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
GROUP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for GROUP's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as GROUP 1 AUTOMOTIVE, and traders can use it to determine the average amount a GROUP'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 = -0.1775
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 398905AN9 |
Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average GROUP 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 GROUP by adding GROUP to a well-diversified portfolio.
About GROUP Performance
By analyzing GROUP's fundamental ratios, stakeholders can gain valuable insights into GROUP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if GROUP 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 GROUP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| GROUP 1 AUTOMOTIVE generated a negative expected return over the last 90 days |
Other Information on Investing in GROUP Bond
GROUP financial ratios help investors to determine whether GROUP 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 GROUP with respect to the benefits of owning GROUP security.