US47233JDX37 Performance
| 47233JDX3 | 73.67 9.85 11.79% |
The bond owns a Beta (Systematic Risk) of -0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 47233JDX3 are expected to decrease at a much lower rate. During the bear market, 47233JDX3 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days US47233JDX37 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 December 2024. The current disturbance may also be a sign of long term up-swing for US47233JDX37 investors. ...more
47233JDX3 |
47233JDX3 Relative Risk vs. Return Landscape
If you would invest 8,403 in US47233JDX37 on September 1, 2024 and sell it today you would lose (1,036) from holding US47233JDX37 or give up 12.33% of portfolio value over 90 days. US47233JDX37 is generating negative expected returns and assumes 1.8427% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than 47233JDX3, 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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47233JDX3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 47233JDX3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US47233JDX37, and traders can use it to determine the average amount a 47233JDX3'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 = -0.1453
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| Negative Returns | 47233JDX3 |
Estimated Market Risk
| 1.84 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 47233JDX3 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 47233JDX3 by adding 47233JDX3 to a well-diversified portfolio.
About 47233JDX3 Performance
By analyzing 47233JDX3's fundamental ratios, stakeholders can gain valuable insights into 47233JDX3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 47233JDX3 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 47233JDX3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US47233JDX37 generated a negative expected return over the last 90 days |
Other Information on Investing in 47233JDX3 Bond
47233JDX3 financial ratios help investors to determine whether 47233JDX3 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 47233JDX3 with respect to the benefits of owning 47233JDX3 security.