ABNANV 3324 13 MAR 37 Performance
| 00084DAV2 | 86.78 0.00 0.00% |
The entity shows a Beta (market volatility) of -0.0866, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ABNANV are expected to decrease at a much lower rate. During the bear market, ABNANV is likely to outperform the market.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in ABNANV 3324 13 MAR 37 are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, ABNANV is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
ABNANV |
ABNANV Relative Risk vs. Return Landscape
If you would invest 8,628 in ABNANV 3324 13 MAR 37 on December 6, 2024 and sell it today you would earn a total of 50.00 from holding ABNANV 3324 13 MAR 37 or generate 0.58% return on investment over 90 days. ABNANV 3324 13 MAR 37 is generating 0.0257% of daily returns and assumes 0.5873% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than ABNANV, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ABNANV Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABNANV's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ABNANV 3324 13 MAR 37, and traders can use it to determine the average amount a ABNANV'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 = 0.0438
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| Negative Returns | 00084DAV2 |
Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average ABNANV is performing at about 3% 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 ABNANV by adding it to a well-diversified portfolio.
About ABNANV Performance
By analyzing ABNANV's fundamental ratios, stakeholders can gain valuable insights into ABNANV's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ABNANV 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 ABNANV has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.