AAL 395 11 JUL 30 Performance
| 02376LAA3 | 80.11 12.89 13.86% |
The entity shows a Beta (market volatility) of 1.05, which signifies a somewhat significant risk relative to the market. 02376LAA3 returns are very sensitive to returns on the market. As the market goes up or down, 02376LAA3 is expected to follow.
Risk-Adjusted Performance
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Over the last 90 days AAL 395 11 JUL 30 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for AAL 395 11 JUL 30 investors. ...more
02376LAA3 |
02376LAA3 Relative Risk vs. Return Landscape
If you would invest 9,232 in AAL 395 11 JUL 30 on September 1, 2024 and sell it today you would lose (1,221) from holding AAL 395 11 JUL 30 or give up 13.23% of portfolio value over 90 days. AAL 395 11 JUL 30 is generating negative expected returns and assumes 3.4274% volatility on return distribution over the 90 days horizon. Simply put, 30% of bonds are less volatile than 02376LAA3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
02376LAA3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 02376LAA3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AAL 395 11 JUL 30, and traders can use it to determine the average amount a 02376LAA3'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 = -0.1619
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| Negative Returns | 02376LAA3 |
Estimated Market Risk
| 3.43 actual daily | 30 70% of assets are more volatile |
Expected Return
| -0.55 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 02376LAA3 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 02376LAA3 by adding 02376LAA3 to a well-diversified portfolio.
About 02376LAA3 Performance
By analyzing 02376LAA3's fundamental ratios, stakeholders can gain valuable insights into 02376LAA3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 02376LAA3 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 02376LAA3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 02376LAA3 generated a negative expected return over the last 90 days | |
| 02376LAA3 has high historical volatility and very poor performance |
Other Information on Investing in 02376LAA3 Bond
02376LAA3 financial ratios help investors to determine whether 02376LAA3 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 02376LAA3 with respect to the benefits of owning 02376LAA3 security.