BAYNGR 4625 25 JUN 38 Performance
| 07274NAN3 | 87.55 2.61 3.07% |
The entity shows a Beta (market volatility) of -0.0561, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BAYNGR are expected to decrease at a much lower rate. During the bear market, BAYNGR is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days BAYNGR 4625 25 JUN 38 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, BAYNGR is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
BAYNGR |
BAYNGR Relative Risk vs. Return Landscape
If you would invest 8,967 in BAYNGR 4625 25 JUN 38 on August 26, 2024 and sell it today you would lose (207.00) from holding BAYNGR 4625 25 JUN 38 or give up 2.31% of portfolio value over 90 days. BAYNGR 4625 25 JUN 38 is generating negative expected returns and assumes 0.6567% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than BAYNGR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BAYNGR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAYNGR's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BAYNGR 4625 25 JUN 38, and traders can use it to determine the average amount a BAYNGR'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 = -0.0639
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| Negative Returns | 07274NAN3 |
Estimated Market Risk
| 0.66 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BAYNGR 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 BAYNGR by adding BAYNGR to a well-diversified portfolio.
About BAYNGR Performance
By analyzing BAYNGR's fundamental ratios, stakeholders can gain valuable insights into BAYNGR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BAYNGR 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 BAYNGR has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BAYNGR 4625 25 generated a negative expected return over the last 90 days |
Other Information on Investing in BAYNGR Bond
BAYNGR financial ratios help investors to determine whether BAYNGR 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 BAYNGR with respect to the benefits of owning BAYNGR security.