NATIONAL RURAL UTILS Performance
| 63743FA22 | 85.45 0.00 0.00% |
The entity secures a Beta (Market Risk) of 0.56, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NATIONAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding NATIONAL is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days NATIONAL RURAL UTILS has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for NATIONAL RURAL UTILS investors. ...more
| Yield To Maturity | 5.562 |
NATIONAL |
NATIONAL Relative Risk vs. Return Landscape
If you would invest 9,350 in NATIONAL RURAL UTILS on September 3, 2024 and sell it today you would lose (805.00) from holding NATIONAL RURAL UTILS or give up 8.61% of portfolio value over 90 days. NATIONAL RURAL UTILS is generating negative expected returns and assumes 3.106% volatility on return distribution over the 90 days horizon. Simply put, 27% of bonds are less volatile than NATIONAL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NATIONAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NATIONAL's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NATIONAL RURAL UTILS, and traders can use it to determine the average amount a NATIONAL'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 = -0.2483
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| Negative Returns | 63743FA22 |
Estimated Market Risk
| 3.11 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.77 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.25 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NATIONAL 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 NATIONAL by adding NATIONAL to a well-diversified portfolio.
About NATIONAL Performance
By analyzing NATIONAL's fundamental ratios, stakeholders can gain valuable insights into NATIONAL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NATIONAL 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 NATIONAL has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| NATIONAL RURAL UTILS generated a negative expected return over the last 90 days | |
| NATIONAL RURAL UTILS has high historical volatility and very poor performance |
Other Information on Investing in NATIONAL Bond
NATIONAL financial ratios help investors to determine whether NATIONAL 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 NATIONAL with respect to the benefits of owning NATIONAL security.