US978097AG86 Performance
| 978097AG8 | 83.00 4.88 5.55% |
The bond owns a Beta (Systematic Risk) of -1.12, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning 978097AG8 are expected to decrease slowly. On the other hand, during market turmoil, 978097AG8 is expected to outperform it slightly.
Risk-Adjusted Performance
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Over the last 90 days US978097AG86 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 US978097AG86 investors. ...more
| Yield To Maturity | 9.904 |
978097AG8 |
978097AG8 Relative Risk vs. Return Landscape
If you would invest 8,557 in US978097AG86 on August 27, 2024 and sell it today you would lose (747.00) from holding US978097AG86 or give up 8.73% of portfolio value over 90 days. US978097AG86 is generating negative expected returns and assumes 1.1069% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than 978097AG8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
978097AG8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 978097AG8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US978097AG86, and traders can use it to determine the average amount a 978097AG8'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 = -0.1253
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| Negative Returns | 978097AG8 |
Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 978097AG8 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 978097AG8 by adding 978097AG8 to a well-diversified portfolio.
About 978097AG8 Performance
By analyzing 978097AG8's fundamental ratios, stakeholders can gain valuable insights into 978097AG8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 978097AG8 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 978097AG8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US978097AG86 generated a negative expected return over the last 90 days |
Other Information on Investing in 978097AG8 Bond
978097AG8 financial ratios help investors to determine whether 978097AG8 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 978097AG8 with respect to the benefits of owning 978097AG8 security.