BK 4625 31 DEC 99 Performance
| 064058AF7 | 91.46 6.50 6.64% |
The bond owns a Beta (Systematic Risk) of -1.02, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning 064058AF7 are expected to decrease slowly. On the other hand, during market turmoil, 064058AF7 is expected to outperform it slightly.
Risk-Adjusted Performance
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Over the last 90 days BK 4625 31 DEC 99 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 064058AF7 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
064058AF7 |
064058AF7 Relative Risk vs. Return Landscape
If you would invest 9,738 in BK 4625 31 DEC 99 on September 1, 2024 and sell it today you would lose (592.00) from holding BK 4625 31 DEC 99 or give up 6.08% of portfolio value over 90 days. BK 4625 31 DEC 99 is generating negative expected returns and assumes 1.3972% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than 064058AF7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
064058AF7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 064058AF7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BK 4625 31 DEC 99, and traders can use it to determine the average amount a 064058AF7'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 = -0.0654
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| Negative Returns | 064058AF7 |
Estimated Market Risk
| 1.4 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 064058AF7 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 064058AF7 by adding 064058AF7 to a well-diversified portfolio.
About 064058AF7 Performance
By analyzing 064058AF7's fundamental ratios, stakeholders can gain valuable insights into 064058AF7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 064058AF7 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 064058AF7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BK 4625 31 generated a negative expected return over the last 90 days |
Other Information on Investing in 064058AF7 Bond
064058AF7 financial ratios help investors to determine whether 064058AF7 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 064058AF7 with respect to the benefits of owning 064058AF7 security.