MCBRAC 725 30 JUN 31 Performance
| 55292WAA8 | 89.25 0.00 0.00% |
The entity owns a Beta (Systematic Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MCBRAC's returns are expected to increase less than the market. However, during the bear market, the loss of holding MCBRAC is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days MCBRAC 725 30 JUN 31 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, MCBRAC is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
MCBRAC |
MCBRAC Relative Risk vs. Return Landscape
If you would invest 8,940 in MCBRAC 725 30 JUN 31 on September 3, 2024 and sell it today you would lose (15.00) from holding MCBRAC 725 30 JUN 31 or give up 0.17% of portfolio value over 90 days. MCBRAC 725 30 JUN 31 is generating 0.0099% of daily returns and assumes 1.7791% volatility on return distribution over the 90 days horizon. Simply put, 15% of bonds are less volatile than MCBRAC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MCBRAC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MCBRAC's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as MCBRAC 725 30 JUN 31, and traders can use it to determine the average amount a MCBRAC'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 = 0.0056
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 55292WAA8 |
Estimated Market Risk
| 1.78 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MCBRAC 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 MCBRAC by adding MCBRAC to a well-diversified portfolio.
About MCBRAC Performance
By analyzing MCBRAC's fundamental ratios, stakeholders can gain valuable insights into MCBRAC's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MCBRAC 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 MCBRAC has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.