AAL 325 15 OCT 28 Performance
| 023771S25 | 74.28 17.72 19.26% |
The entity shows a Beta (market volatility) of -0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 023771S25 are expected to decrease at a much lower rate. During the bear market, 023771S25 is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days AAL 325 15 OCT 28 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile 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 325 15 OCT 28 investors. ...more
023771S25 |
023771S25 Relative Risk vs. Return Landscape
If you would invest 9,224 in AAL 325 15 OCT 28 on August 30, 2024 and sell it today you would lose (1,209) from holding AAL 325 15 OCT 28 or give up 13.11% of portfolio value over 90 days. AAL 325 15 OCT 28 is generating negative expected returns and assumes 5.6308% volatility on return distribution over the 90 days horizon. Simply put, 50% of bonds are less volatile than 023771S25, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
023771S25 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 023771S25's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AAL 325 15 OCT 28, and traders can use it to determine the average amount a 023771S25'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 = -0.102
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 023771S25 |
Estimated Market Risk
| 5.63 actual daily | 50 50% of assets are less volatile |
Expected Return
| -0.57 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 023771S25 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 023771S25 by adding 023771S25 to a well-diversified portfolio.
About 023771S25 Performance
By analyzing 023771S25's fundamental ratios, stakeholders can gain valuable insights into 023771S25's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 023771S25 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 023771S25 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| AAL 325 15 generated a negative expected return over the last 90 days | |
| AAL 325 15 has high historical volatility and very poor performance |
Other Information on Investing in 023771S25 Bond
023771S25 financial ratios help investors to determine whether 023771S25 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 023771S25 with respect to the benefits of owning 023771S25 security.