AER 653829 21 DEC 65 Performance
| 44965UAA2 | 66.59 17.04 20.38% |
The bond shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 44965UAA2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 44965UAA2 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days AER 653829 21 DEC 65 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for AER 653829 21 DEC 65 investors. ...more
44965UAA2 |
44965UAA2 Relative Risk vs. Return Landscape
If you would invest 8,088 in AER 653829 21 DEC 65 on September 12, 2024 and sell it today you would lose (1,429) from holding AER 653829 21 DEC 65 or give up 17.67% of portfolio value over 90 days. AER 653829 21 DEC 65 is generating negative expected returns and assumes 4.4881% volatility on return distribution over the 90 days horizon. Simply put, 39% of bonds are less volatile than 44965UAA2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
44965UAA2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 44965UAA2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AER 653829 21 DEC 65, and traders can use it to determine the average amount a 44965UAA2'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 = -0.1714
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| Negative Returns | 44965UAA2 |
Estimated Market Risk
| 4.49 actual daily | 39 61% of assets are more volatile |
Expected Return
| -0.77 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 44965UAA2 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 44965UAA2 by adding 44965UAA2 to a well-diversified portfolio.
About 44965UAA2 Performance
By analyzing 44965UAA2's fundamental ratios, stakeholders can gain valuable insights into 44965UAA2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 44965UAA2 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 44965UAA2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| AER 653829 21 generated a negative expected return over the last 90 days | |
| AER 653829 21 has high historical volatility and very poor performance | |
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Other Information on Investing in 44965UAA2 Bond
44965UAA2 financial ratios help investors to determine whether 44965UAA2 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 44965UAA2 with respect to the benefits of owning 44965UAA2 security.