ACTIVISION BLIZZARD INC Performance
| 00507VAM1 | 93.84 0.43 0.46% |
The entity shows a Beta (market volatility) of -0.0928, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ACTIVISION are expected to decrease at a much lower rate. During the bear market, ACTIVISION is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days ACTIVISION BLIZZARD INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak 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 ACTIVISION BLIZZARD INC investors. ...more
| Yield To Maturity | 5.312 |
ACTIVISION |
ACTIVISION Relative Risk vs. Return Landscape
If you would invest 9,660 in ACTIVISION BLIZZARD INC on August 27, 2024 and sell it today you would lose (276.00) from holding ACTIVISION BLIZZARD INC or give up 2.86% of portfolio value over 90 days. ACTIVISION BLIZZARD INC is generating negative expected returns and assumes 1.0563% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than ACTIVISION, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ACTIVISION Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACTIVISION's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ACTIVISION BLIZZARD INC, and traders can use it to determine the average amount a ACTIVISION'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 = -0.1196
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 00507VAM1 |
Estimated Market Risk
| 1.06 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ACTIVISION 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 ACTIVISION by adding ACTIVISION to a well-diversified portfolio.
About ACTIVISION Performance
By analyzing ACTIVISION's fundamental ratios, stakeholders can gain valuable insights into ACTIVISION's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ACTIVISION 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 ACTIVISION has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ACTIVISION generated a negative expected return over the last 90 days |
Other Information on Investing in ACTIVISION Bond
ACTIVISION financial ratios help investors to determine whether ACTIVISION 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 ACTIVISION with respect to the benefits of owning ACTIVISION security.