US682691AA80 Performance
| 682691AA8 | 90.37 0.44 0.49% |
The bond owns a Beta (Systematic Risk) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 682691AA8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 682691AA8 is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days US682691AA80 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite inconsistent performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in March 2025. The current disturbance may also be a sign of long term up-swing for US682691AA80 investors. ...more
| Yield To Maturity | 8.901 |
682691AA8 |
682691AA8 Relative Risk vs. Return Landscape
If you would invest 9,024 in US682691AA80 on November 29, 2024 and sell it today you would lose (1,699) from holding US682691AA80 or give up 18.83% of portfolio value over 90 days. US682691AA80 is generating negative expected returns and assumes 2.4746% volatility on return distribution over the 90 days horizon. Simply put, 22% of bonds are less volatile than 682691AA8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
682691AA8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 682691AA8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US682691AA80, and traders can use it to determine the average amount a 682691AA8'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 = -0.1263
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 682691AA8 |
Estimated Market Risk
| 2.47 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 682691AA8 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 682691AA8 by adding 682691AA8 to a well-diversified portfolio.
About 682691AA8 Performance
By analyzing 682691AA8's fundamental ratios, stakeholders can gain valuable insights into 682691AA8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 682691AA8 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 682691AA8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US682691AA80 generated a negative expected return over the last 90 days |
Other Information on Investing in 682691AA8 Bond
682691AA8 financial ratios help investors to determine whether 682691AA8 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 682691AA8 with respect to the benefits of owning 682691AA8 security.