PECO ENERGY 595 Performance
| 693304AH0 | 104.28 3.65 3.38% |
The bond owns a Beta (Systematic Risk) of 0.0536, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 693304AH0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 693304AH0 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days PECO ENERGY 595 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 December 2024. The current disturbance may also be a sign of long term up-swing for PECO ENERGY 595 investors. ...more
| Yield To Maturity | 5.825 |
693304AH0 |
693304AH0 Relative Risk vs. Return Landscape
If you would invest 11,064 in PECO ENERGY 595 on August 31, 2024 and sell it today you would lose (636.00) from holding PECO ENERGY 595 or give up 5.75% of portfolio value over 90 days. PECO ENERGY 595 is generating negative expected returns and assumes 1.125% volatility on return distribution over the 90 days horizon. Simply put, 10% of bonds are less volatile than 693304AH0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
693304AH0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 693304AH0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PECO ENERGY 595, and traders can use it to determine the average amount a 693304AH0'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 = -0.2048
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| Negative Returns | 693304AH0 |
Estimated Market Risk
| 1.13 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 693304AH0 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 693304AH0 by adding 693304AH0 to a well-diversified portfolio.
About 693304AH0 Performance
By analyzing 693304AH0's fundamental ratios, stakeholders can gain valuable insights into 693304AH0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 693304AH0 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 693304AH0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| PECO ENERGY 595 generated a negative expected return over the last 90 days | |
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Other Information on Investing in 693304AH0 Bond
693304AH0 financial ratios help investors to determine whether 693304AH0 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 693304AH0 with respect to the benefits of owning 693304AH0 security.