AMH 3375 15 JUL 51 Performance
| 02666TAD9 | 65.50 0.00 0.00% |
The bond shows a Beta (market volatility) of -0.0876, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 02666TAD9 are expected to decrease at a much lower rate. During the bear market, 02666TAD9 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days AMH 3375 15 JUL 51 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain 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 AMH 3375 15 JUL 51 investors. ...more
02666TAD9 |
02666TAD9 Relative Risk vs. Return Landscape
If you would invest 6,935 in AMH 3375 15 JUL 51 on September 1, 2024 and sell it today you would lose (385.00) from holding AMH 3375 15 JUL 51 or give up 5.55% of portfolio value over 90 days. AMH 3375 15 JUL 51 is generating negative expected returns and assumes 1.7083% volatility on return distribution over the 90 days horizon. Simply put, 15% of bonds are less volatile than 02666TAD9, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
02666TAD9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 02666TAD9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AMH 3375 15 JUL 51, and traders can use it to determine the average amount a 02666TAD9'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 = -0.1253
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| Negative Returns | 02666TAD9 |
Estimated Market Risk
| 1.71 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 02666TAD9 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 02666TAD9 by adding 02666TAD9 to a well-diversified portfolio.
About 02666TAD9 Performance
By analyzing 02666TAD9's fundamental ratios, stakeholders can gain valuable insights into 02666TAD9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 02666TAD9 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 02666TAD9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| AMH 3375 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 02666TAD9 Bond
02666TAD9 financial ratios help investors to determine whether 02666TAD9 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 02666TAD9 with respect to the benefits of owning 02666TAD9 security.