VALE OVERSEAS LTD Performance
| 91911TAH6 | 105.72 4.18 3.80% |
The entity shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 91911TAH6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 91911TAH6 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days VALE OVERSEAS LTD has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 91911TAH6 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
91911TAH6 |
91911TAH6 Relative Risk vs. Return Landscape
If you would invest 11,075 in VALE OVERSEAS LTD on August 31, 2024 and sell it today you would lose (503.00) from holding VALE OVERSEAS LTD or give up 4.54% of portfolio value over 90 days. VALE OVERSEAS LTD is generating negative expected returns and assumes 1.5676% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than 91911TAH6, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
91911TAH6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 91911TAH6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as VALE OVERSEAS LTD, and traders can use it to determine the average amount a 91911TAH6'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 = -0.0452
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| Negative Returns | 91911TAH6 |
Estimated Market Risk
| 1.57 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.07 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 91911TAH6 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 91911TAH6 by adding 91911TAH6 to a well-diversified portfolio.
About 91911TAH6 Performance
By analyzing 91911TAH6's fundamental ratios, stakeholders can gain valuable insights into 91911TAH6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 91911TAH6 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 91911TAH6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| VALE OVERSEAS LTD generated a negative expected return over the last 90 days |
Other Information on Investing in 91911TAH6 Bond
91911TAH6 financial ratios help investors to determine whether 91911TAH6 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 91911TAH6 with respect to the benefits of owning 91911TAH6 security.