US47233JDK16 Performance
| 47233JDK1 | 80.25 8.69 9.77% |
The bond owns a Beta (Systematic Risk) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 47233JDK1 are expected to decrease at a much lower rate. During the bear market, 47233JDK1 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days US47233JDK16 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for US47233JDK16 investors. ...more
47233JDK1 |
47233JDK1 Relative Risk vs. Return Landscape
If you would invest 9,000 in US47233JDK16 on September 1, 2024 and sell it today you would lose (975.00) from holding US47233JDK16 or give up 10.83% of portfolio value over 90 days. US47233JDK16 is generating negative expected returns and assumes 2.6075% volatility on return distribution over the 90 days horizon. Simply put, 23% of bonds are less volatile than 47233JDK1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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47233JDK1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 47233JDK1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US47233JDK16, and traders can use it to determine the average amount a 47233JDK1'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 = -0.2178
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| Negative Returns | 47233JDK1 |
Estimated Market Risk
| 2.61 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.57 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 47233JDK1 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 47233JDK1 by adding 47233JDK1 to a well-diversified portfolio.
About 47233JDK1 Performance
By analyzing 47233JDK1's fundamental ratios, stakeholders can gain valuable insights into 47233JDK1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 47233JDK1 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 47233JDK1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US47233JDK16 generated a negative expected return over the last 90 days |
Other Information on Investing in 47233JDK1 Bond
47233JDK1 financial ratios help investors to determine whether 47233JDK1 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 47233JDK1 with respect to the benefits of owning 47233JDK1 security.