AWK 325 01 JUN 51 Performance
| 03040WAZ8 | 73.28 2.68 3.80% |
The bond shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 03040WAZ8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 03040WAZ8 is expected to be smaller as well.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in AWK 325 01 JUN 51 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 03040WAZ8 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
03040WAZ8 |
03040WAZ8 Relative Risk vs. Return Landscape
If you would invest 7,151 in AWK 325 01 JUN 51 on August 31, 2024 and sell it today you would earn a total of 177.00 from holding AWK 325 01 JUN 51 or generate 2.48% return on investment over 90 days. AWK 325 01 JUN 51 is generating 0.0693% of daily returns and assumes 1.3014% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than 03040WAZ8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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03040WAZ8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 03040WAZ8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AWK 325 01 JUN 51, and traders can use it to determine the average amount a 03040WAZ8'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 = 0.0533
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Estimated Market Risk
| 1.3 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average 03040WAZ8 is performing at about 4% 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 03040WAZ8 by adding it to a well-diversified portfolio.
About 03040WAZ8 Performance
By analyzing 03040WAZ8's fundamental ratios, stakeholders can gain valuable insights into 03040WAZ8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 03040WAZ8 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 03040WAZ8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.