HONEYWELL INTERNATIONAL INC Performance
| 438516CA2 | 74.62 7.21 10.70% |
The bond retains a Market Volatility (i.e., Beta) of -0.0497, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HONEYWELL are expected to decrease at a much lower rate. During the bear market, HONEYWELL is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in HONEYWELL INTERNATIONAL INC are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, HONEYWELL may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Yield To Maturity | 5.230 |
HONEYWELL |
HONEYWELL Relative Risk vs. Return Landscape
If you would invest 6,965 in HONEYWELL INTERNATIONAL INC on September 2, 2024 and sell it today you would earn a total of 497.00 from holding HONEYWELL INTERNATIONAL INC or generate 7.14% return on investment over 90 days. HONEYWELL INTERNATIONAL INC is generating 0.1835% of daily returns and assumes 2.0281% volatility on return distribution over the 90 days horizon. Simply put, 18% of bonds are less volatile than HONEYWELL, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HONEYWELL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HONEYWELL's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HONEYWELL INTERNATIONAL INC, and traders can use it to determine the average amount a HONEYWELL'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 = 0.0905
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Estimated Market Risk
| 2.03 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average HONEYWELL is performing at about 7% 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 HONEYWELL by adding it to a well-diversified portfolio.
About HONEYWELL Performance
By analyzing HONEYWELL's fundamental ratios, stakeholders can gain valuable insights into HONEYWELL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if HONEYWELL 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 HONEYWELL has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.