BNCN 234 30 JAN 32 Performance
| 11272BAA1 | 84.48 0.17 0.20% |
The bond owns a Beta (Systematic Risk) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 11272BAA1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 11272BAA1 is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days BNCN 234 30 JAN 32 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for BNCN 234 30 JAN 32 investors. ...more
11272BAA1 |
11272BAA1 Relative Risk vs. Return Landscape
If you would invest 8,453 in BNCN 234 30 JAN 32 on December 4, 2024 and sell it today you would lose (442.00) from holding BNCN 234 30 JAN 32 or give up 5.23% of portfolio value over 90 days. BNCN 234 30 JAN 32 is generating negative expected returns and assumes 0.9568% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 11272BAA1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
11272BAA1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 11272BAA1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BNCN 234 30 JAN 32, and traders can use it to determine the average amount a 11272BAA1'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 = -0.1257
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| Negative Returns | 11272BAA1 |
Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 11272BAA1 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 11272BAA1 by adding 11272BAA1 to a well-diversified portfolio.
About 11272BAA1 Performance
By analyzing 11272BAA1's fundamental ratios, stakeholders can gain valuable insights into 11272BAA1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 11272BAA1 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 11272BAA1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BNCN 234 30 generated a negative expected return over the last 90 days |
Other Information on Investing in 11272BAA1 Bond
11272BAA1 financial ratios help investors to determine whether 11272BAA1 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 11272BAA1 with respect to the benefits of owning 11272BAA1 security.