US78500AAA60 Performance
| 78500AAA6 | 66.00 1.93 3.01% |
The bond owns a Beta (Systematic Risk) of 0.0535, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 78500AAA6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 78500AAA6 is expected to be smaller as well.
Risk-Adjusted Performance
24 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in US78500AAA60 are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 78500AAA6 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 16.079 |
78500AAA6 |
78500AAA6 Relative Risk vs. Return Landscape
If you would invest 5,300 in US78500AAA60 on August 29, 2024 and sell it today you would earn a total of 1,300 from holding US78500AAA60 or generate 24.53% return on investment over 90 days. US78500AAA60 is generating 0.8523% of daily returns and assumes 2.7891% volatility on return distribution over the 90 days horizon. Simply put, 24% of bonds are less volatile than 78500AAA6, and 83% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
78500AAA6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 78500AAA6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US78500AAA60, and traders can use it to determine the average amount a 78500AAA6'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 = 0.3056
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 78500AAA6 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.79 actual daily | 24 76% of assets are more volatile |
Expected Return
| 0.85 actual daily | 16 84% of assets have higher returns |
Risk-Adjusted Return
| 0.31 actual daily | 24 76% of assets perform better |
Based on monthly moving average 78500AAA6 is performing at about 24% of its full potential. 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 78500AAA6 by adding it to a well-diversified portfolio.
About 78500AAA6 Performance
By analyzing 78500AAA6's fundamental ratios, stakeholders can gain valuable insights into 78500AAA6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 78500AAA6 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 78500AAA6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.