BK 165 28 JAN 31 Performance
| 06406RAR8 | 81.74 1.52 1.83% |
The bond owns a Beta (Systematic Risk) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 06406RAR8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 06406RAR8 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days BK 165 28 JAN 31 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 06406RAR8 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
06406RAR8 |
06406RAR8 Relative Risk vs. Return Landscape
If you would invest 8,475 in BK 165 28 JAN 31 on August 25, 2024 and sell it today you would lose (340.00) from holding BK 165 28 JAN 31 or give up 4.01% of portfolio value over 90 days. BK 165 28 JAN 31 is generating negative expected returns and assumes 0.4186% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than 06406RAR8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
06406RAR8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 06406RAR8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BK 165 28 JAN 31, and traders can use it to determine the average amount a 06406RAR8'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 = -0.1695
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| Negative Returns | 06406RAR8 |
Estimated Market Risk
| 0.42 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 06406RAR8 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 06406RAR8 by adding 06406RAR8 to a well-diversified portfolio.
About 06406RAR8 Performance
By analyzing 06406RAR8's fundamental ratios, stakeholders can gain valuable insights into 06406RAR8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 06406RAR8 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 06406RAR8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BK 165 28 generated a negative expected return over the last 90 days |
Other Information on Investing in 06406RAR8 Bond
06406RAR8 financial ratios help investors to determine whether 06406RAR8 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 06406RAR8 with respect to the benefits of owning 06406RAR8 security.