BK 37 Performance
| 064058AJ9 | 97.71 0.65 0.66% |
The bond owns a Beta (Systematic Risk) of -0.059, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 064058AJ9 are expected to decrease at a much lower rate. During the bear market, 064058AJ9 is likely to outperform the market.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in BK 37 are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 064058AJ9 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
064058AJ9 |
064058AJ9 Relative Risk vs. Return Landscape
If you would invest 9,661 in BK 37 on September 1, 2024 and sell it today you would earn a total of 110.00 from holding BK 37 or generate 1.14% return on investment over 90 days. BK 37 is generating 0.0193% of daily returns and assumes 0.4654% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than 064058AJ9, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
064058AJ9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 064058AJ9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BK 37, and traders can use it to determine the average amount a 064058AJ9'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 = 0.0415
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| Negative Returns | 064058AJ9 |
Estimated Market Risk
| 0.47 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average 064058AJ9 is performing at about 3% 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 064058AJ9 by adding it to a well-diversified portfolio.
About 064058AJ9 Performance
By analyzing 064058AJ9's fundamental ratios, stakeholders can gain valuable insights into 064058AJ9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 064058AJ9 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 064058AJ9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.