BXP 245 01 OCT 33 Performance
| 10112RBF0 | 65.93 12.26 15.68% |
The bond shows a Beta (market volatility) of -0.87, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning 10112RBF0 are expected to decrease slowly. On the other hand, during market turmoil, 10112RBF0 is expected to outperform it slightly.
Risk-Adjusted Performance
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Over the last 90 days BXP 245 01 OCT 33 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for BXP 245 01 OCT 33 investors. ...more
10112RBF0 |
10112RBF0 Relative Risk vs. Return Landscape
If you would invest 7,780 in BXP 245 01 OCT 33 on August 29, 2024 and sell it today you would lose (1,187) from holding BXP 245 01 OCT 33 or give up 15.26% of portfolio value over 90 days. BXP 245 01 OCT 33 is generating negative expected returns and assumes 3.4061% volatility on return distribution over the 90 days horizon. Simply put, 30% of bonds are less volatile than 10112RBF0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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10112RBF0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 10112RBF0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BXP 245 01 OCT 33, and traders can use it to determine the average amount a 10112RBF0'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 = -0.0777
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| Negative Returns | 10112RBF0 |
Estimated Market Risk
| 3.41 actual daily | 30 70% of assets are more volatile |
Expected Return
| -0.26 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 10112RBF0 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 10112RBF0 by adding 10112RBF0 to a well-diversified portfolio.
About 10112RBF0 Performance
By analyzing 10112RBF0's fundamental ratios, stakeholders can gain valuable insights into 10112RBF0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 10112RBF0 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 10112RBF0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BXP 245 01 generated a negative expected return over the last 90 days | |
| BXP 245 01 has high historical volatility and very poor performance |
Other Information on Investing in 10112RBF0 Bond
10112RBF0 financial ratios help investors to determine whether 10112RBF0 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 10112RBF0 with respect to the benefits of owning 10112RBF0 security.