HCA INC 45 Performance

404119BU2   98.42  0.54  0.55%   
The entity owns a Beta (Systematic Risk) of 0.0495, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 404119BU2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 404119BU2 is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days HCA INC 45 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 404119BU2 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
Yield To Maturity6.049
  

404119BU2 Relative Risk vs. Return Landscape

If you would invest  9,969  in HCA INC 45 on August 25, 2024 and sell it today you would lose (141.00) from holding HCA INC 45 or give up 1.41% of portfolio value over 90 days. HCA INC 45 is generating negative expected returns and assumes 0.3832% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than 404119BU2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon 404119BU2 is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.01 times less risky than the market. the firm trades about -0.06 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.15 of returns per unit of risk over similar time horizon.

404119BU2 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for 404119BU2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HCA INC 45, and traders can use it to determine the average amount a 404119BU2'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 = -0.0562

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Negative Returns404119BU2

Estimated Market Risk

 0.38
  actual daily
3
97% of assets are more volatile

Expected Return

 -0.02
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.06
  actual daily
0
Most of other assets perform better
Based on monthly moving average 404119BU2 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 404119BU2 by adding 404119BU2 to a well-diversified portfolio.

About 404119BU2 Performance

By analyzing 404119BU2's fundamental ratios, stakeholders can gain valuable insights into 404119BU2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 404119BU2 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 404119BU2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
HCA INC 45 generated a negative expected return over the last 90 days

Other Information on Investing in 404119BU2 Bond

404119BU2 financial ratios help investors to determine whether 404119BU2 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 404119BU2 with respect to the benefits of owning 404119BU2 security.