ARES 4125 30 JUN 51 Performance
| 04018VAA1 | 96.50 0.00 0.00% |
The bond shows a Beta (market volatility) of 0.0112, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 04018VAA1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 04018VAA1 is expected to be smaller as well.
Risk-Adjusted Performance
OK
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Compared to the overall equity markets, risk-adjusted returns on investments in ARES 4125 30 JUN 51 are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 04018VAA1 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
04018VAA1 |
04018VAA1 Relative Risk vs. Return Landscape
If you would invest 9,589 in ARES 4125 30 JUN 51 on November 9, 2024 and sell it today you would earn a total of 61.00 from holding ARES 4125 30 JUN 51 or generate 0.64% return on investment over 90 days. ARES 4125 30 JUN 51 is generating 0.028% of daily returns and assumes 0.3113% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than 04018VAA1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
04018VAA1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 04018VAA1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ARES 4125 30 JUN 51, and traders can use it to determine the average amount a 04018VAA1'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 = 0.0901
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| Negative Returns | 04018VAA1 |
Estimated Market Risk
| 0.31 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average 04018VAA1 is performing at about 7% 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 04018VAA1 by adding it to a well-diversified portfolio.
About 04018VAA1 Performance
By analyzing 04018VAA1's fundamental ratios, stakeholders can gain valuable insights into 04018VAA1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 04018VAA1 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 04018VAA1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.