TIME WARNER INC Performance
| 887315BN8 | 100.79 3.56 3.41% |
The bond shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 887315BN8 are expected to decrease at a much lower rate. During the bear market, 887315BN8 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days TIME WARNER INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 887315BN8 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
887315BN8 |
887315BN8 Relative Risk vs. Return Landscape
If you would invest 10,511 in TIME WARNER INC on August 29, 2024 and sell it today you would lose (330.00) from holding TIME WARNER INC or give up 3.14% of portfolio value over 90 days. TIME WARNER INC is generating negative expected returns and assumes 1.4343% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than 887315BN8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
887315BN8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 887315BN8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as TIME WARNER INC, and traders can use it to determine the average amount a 887315BN8'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 = -0.0547
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| Negative Returns | 887315BN8 |
Estimated Market Risk
| 1.43 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 887315BN8 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 887315BN8 by adding 887315BN8 to a well-diversified portfolio.
About 887315BN8 Performance
By analyzing 887315BN8's fundamental ratios, stakeholders can gain valuable insights into 887315BN8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 887315BN8 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 887315BN8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| TIME WARNER INC generated a negative expected return over the last 90 days |
Other Information on Investing in 887315BN8 Bond
887315BN8 financial ratios help investors to determine whether 887315BN8 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 887315BN8 with respect to the benefits of owning 887315BN8 security.