SMBCAC 19 15 OCT 26 Performance
| 78448TAG7 | 91.03 3.40 3.60% |
The entity owns a Beta (Systematic Risk) of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SMBCAC are expected to decrease at a much lower rate. During the bear market, SMBCAC is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days SMBCAC 19 15 OCT 26 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for SMBCAC 19 15 OCT 26 investors. ...more
SMBCAC |
SMBCAC Relative Risk vs. Return Landscape
If you would invest 9,466 in SMBCAC 19 15 OCT 26 on August 31, 2024 and sell it today you would lose (363.00) from holding SMBCAC 19 15 OCT 26 or give up 3.83% of portfolio value over 90 days. SMBCAC 19 15 OCT 26 is generating negative expected returns and assumes 0.8075% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than SMBCAC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SMBCAC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SMBCAC's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SMBCAC 19 15 OCT 26, and traders can use it to determine the average amount a SMBCAC'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 = -0.238
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 78448TAG7 |
Estimated Market Risk
| 0.81 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.24 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SMBCAC 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 SMBCAC by adding SMBCAC to a well-diversified portfolio.
About SMBCAC Performance
By analyzing SMBCAC's fundamental ratios, stakeholders can gain valuable insights into SMBCAC's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SMBCAC 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 SMBCAC has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SMBCAC 19 15 generated a negative expected return over the last 90 days |
Other Information on Investing in SMBCAC Bond
SMBCAC financial ratios help investors to determine whether SMBCAC 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 SMBCAC with respect to the benefits of owning SMBCAC security.