US540424AT59 Performance
| 540424AT5 | 89.23 2.80 3.04% |
The bond owns a Beta (Systematic Risk) of -0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 540424AT5 are expected to decrease at a much lower rate. During the bear market, 540424AT5 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days US540424AT59 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 540424AT5 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
540424AT5 |
540424AT5 Relative Risk vs. Return Landscape
If you would invest 9,380 in US540424AT59 on August 26, 2024 and sell it today you would lose (428.00) from holding US540424AT59 or give up 4.56% of portfolio value over 90 days. US540424AT59 is generating negative expected returns and assumes 0.9317% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 540424AT5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
540424AT5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 540424AT5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US540424AT59, and traders can use it to determine the average amount a 540424AT5'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 = -0.0789
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| Negative Returns | 540424AT5 |
Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 540424AT5 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 540424AT5 by adding 540424AT5 to a well-diversified portfolio.
About 540424AT5 Performance
By analyzing 540424AT5's fundamental ratios, stakeholders can gain valuable insights into 540424AT5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 540424AT5 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 540424AT5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US540424AT59 generated a negative expected return over the last 90 days |
Other Information on Investing in 540424AT5 Bond
540424AT5 financial ratios help investors to determine whether 540424AT5 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 540424AT5 with respect to the benefits of owning 540424AT5 security.