MONDELEZ INTERNATIONAL INC Performance
| 609207AW5 | 69.08 7.80 12.73% |
The bond secures a Beta (Market Risk) of -0.83, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MONDELEZ are expected to decrease at a much lower rate. During the bear market, MONDELEZ is likely to outperform the market.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in MONDELEZ INTERNATIONAL INC are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, MONDELEZ may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| Yield To Maturity | 5.839 |
MONDELEZ |
MONDELEZ Relative Risk vs. Return Landscape
If you would invest 6,407 in MONDELEZ INTERNATIONAL INC on August 29, 2024 and sell it today you would earn a total of 501.00 from holding MONDELEZ INTERNATIONAL INC or generate 7.82% return on investment over 90 days. MONDELEZ INTERNATIONAL INC is generating 0.1554% of daily returns and assumes 1.9952% volatility on return distribution over the 90 days horizon. Simply put, 17% of bonds are less volatile than MONDELEZ, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MONDELEZ Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MONDELEZ's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as MONDELEZ INTERNATIONAL INC, and traders can use it to determine the average amount a MONDELEZ'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 = 0.0779
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Estimated Market Risk
| 2.0 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average MONDELEZ is performing at about 6% of its full potential. 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 MONDELEZ by adding it to a well-diversified portfolio.
About MONDELEZ Performance
By analyzing MONDELEZ's fundamental ratios, stakeholders can gain valuable insights into MONDELEZ's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MONDELEZ 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 MONDELEZ has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.