AXIS SPECIALTY FIN Performance
| 05464HAC4 | 92.62 4.68 4.81% |
The bond shows a Beta (market volatility) of -0.0977, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 05464HAC4 are expected to decrease at a much lower rate. During the bear market, 05464HAC4 is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in AXIS SPECIALTY FIN are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 05464HAC4 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.063 |
05464HAC4 |
05464HAC4 Relative Risk vs. Return Landscape
If you would invest 9,762 in AXIS SPECIALTY FIN on August 31, 2024 and sell it today you would earn a total of 130.00 from holding AXIS SPECIALTY FIN or generate 1.33% return on investment over 90 days. AXIS SPECIALTY FIN is generating 0.0294% of daily returns and assumes 1.2011% volatility on return distribution over the 90 days horizon. Simply put, 10% of bonds are less volatile than 05464HAC4, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
05464HAC4 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05464HAC4's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AXIS SPECIALTY FIN, and traders can use it to determine the average amount a 05464HAC4'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 = 0.0245
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| Negative Returns | 05464HAC4 |
Estimated Market Risk
| 1.2 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average 05464HAC4 is performing at about 1% 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 05464HAC4 by adding it to a well-diversified portfolio.
About 05464HAC4 Performance
By analyzing 05464HAC4's fundamental ratios, stakeholders can gain valuable insights into 05464HAC4's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 05464HAC4 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 05464HAC4 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.