NUCOR P 64 Performance
| 670346AH8 | 102.78 8.28 7.46% |
The bond owns a Beta (Systematic Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NUCOR are expected to decrease at a much lower rate. During the bear market, NUCOR is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days NUCOR P 64 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, NUCOR is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.047 |
NUCOR |
NUCOR Relative Risk vs. Return Landscape
If you would invest 11,528 in NUCOR P 64 on September 2, 2024 and sell it today you would lose (76.00) from holding NUCOR P 64 or give up 0.66% of portfolio value over 90 days. NUCOR P 64 is generating 0.0238% of daily returns and assumes 2.7842% volatility on return distribution over the 90 days horizon. Simply put, 24% of bonds are less volatile than NUCOR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NUCOR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NUCOR's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NUCOR P 64, and traders can use it to determine the average amount a NUCOR'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 = 0.0086
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 670346AH8 |
Estimated Market Risk
| 2.78 actual daily | 24 76% of assets are more volatile |
Expected Return
| 0.02 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 NUCOR 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 NUCOR by adding NUCOR to a well-diversified portfolio.
About NUCOR Performance
By analyzing NUCOR's fundamental ratios, stakeholders can gain valuable insights into NUCOR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NUCOR 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 NUCOR has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.