UNP 3799 06 APR 71 Performance
| 907818FS2 | 81.68 11.09 15.71% |
The bond shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 907818FS2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 907818FS2 is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Very Weak
Compared to the overall equity markets, risk-adjusted returns on investments in UNP 3799 06 APR 71 are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat fragile basic indicators, 907818FS2 may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
907818FS2 |
907818FS2 Relative Risk vs. Return Landscape
If you would invest 7,590 in UNP 3799 06 APR 71 on August 27, 2024 and sell it today you would earn a total of 578.00 from holding UNP 3799 06 APR 71 or generate 7.62% return on investment over 90 days. UNP 3799 06 APR 71 is generating 0.1796% of daily returns and assumes 2.7801% volatility on return distribution over the 90 days horizon. Simply put, 24% of bonds are less volatile than 907818FS2, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
907818FS2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 907818FS2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as UNP 3799 06 APR 71, and traders can use it to determine the average amount a 907818FS2'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 = 0.0646
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Estimated Market Risk
| 2.78 actual daily | 24 76% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 5 95% of assets perform better |
Based on monthly moving average 907818FS2 is performing at about 5% 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 907818FS2 by adding it to a well-diversified portfolio.
About 907818FS2 Performance
By analyzing 907818FS2's fundamental ratios, stakeholders can gain valuable insights into 907818FS2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 907818FS2 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 907818FS2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.