AAL 385 15 FEB 28 Performance
| 02379DAA8 | 93.91 0.00 0.00% |
The entity shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 02379DAA8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 02379DAA8 is expected to be smaller as well.
Risk-Adjusted Performance
2 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in AAL 385 15 FEB 28 are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain basic indicators, 02379DAA8 may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
02379DAA8 |
02379DAA8 Relative Risk vs. Return Landscape
If you would invest 9,340 in AAL 385 15 FEB 28 on September 2, 2024 and sell it today you would earn a total of 51.00 from holding AAL 385 15 FEB 28 or generate 0.55% return on investment over 90 days. AAL 385 15 FEB 28 is generating 0.131% of daily returns and assumes 3.8074% volatility on return distribution over the 90 days horizon. Simply put, 33% of bonds are less volatile than 02379DAA8, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
02379DAA8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 02379DAA8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AAL 385 15 FEB 28, and traders can use it to determine the average amount a 02379DAA8'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 = 0.0344
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| Cash | Small Risk | Average Risk | 02379DAA8 | Huge Risk |
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Estimated Market Risk
| 3.81 actual daily | 33 67% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average 02379DAA8 is performing at about 2% 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 02379DAA8 by adding it to a well-diversified portfolio.
About 02379DAA8 Performance
By analyzing 02379DAA8's fundamental ratios, stakeholders can gain valuable insights into 02379DAA8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 02379DAA8 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 02379DAA8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| AAL 385 15 is not yet fully synchronised with the market data | |
| AAL 385 15 had very high historical volatility over the last 90 days |
Other Information on Investing in 02379DAA8 Bond
02379DAA8 financial ratios help investors to determine whether 02379DAA8 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 02379DAA8 with respect to the benefits of owning 02379DAA8 security.