KMPR 38 23 FEB 32 Performance
| 488401AD2 | 91.11 0.95 1.05% |
The bond shows a Beta (market volatility) of -0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 488401AD2 are expected to decrease at a much lower rate. During the bear market, 488401AD2 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days KMPR 38 23 FEB 32 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 488401AD2 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
488401AD2 |
488401AD2 Relative Risk vs. Return Landscape
If you would invest 9,234 in KMPR 38 23 FEB 32 on December 6, 2024 and sell it today you would lose (123.00) from holding KMPR 38 23 FEB 32 or give up 1.33% of portfolio value over 90 days. KMPR 38 23 FEB 32 is generating negative expected returns and assumes 0.9421% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 488401AD2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
488401AD2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 488401AD2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as KMPR 38 23 FEB 32, and traders can use it to determine the average amount a 488401AD2'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 = -0.0222
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 488401AD2 |
Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 488401AD2 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 488401AD2 by adding 488401AD2 to a well-diversified portfolio.
About 488401AD2 Performance
By analyzing 488401AD2's fundamental ratios, stakeholders can gain valuable insights into 488401AD2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 488401AD2 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 488401AD2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| KMPR 38 23 generated a negative expected return over the last 90 days |
Other Information on Investing in 488401AD2 Bond
488401AD2 financial ratios help investors to determine whether 488401AD2 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 488401AD2 with respect to the benefits of owning 488401AD2 security.