COP 82 15 MAR 25 Performance
| 122014AH6 | 103.23 0.00 0.00% |
The bond shows a Beta (market volatility) of -0.0956, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 122014AH6 are expected to decrease at a much lower rate. During the bear market, 122014AH6 is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in COP 82 15 MAR 25 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 122014AH6 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
122014AH6 |
122014AH6 Relative Risk vs. Return Landscape
If you would invest 10,211 in COP 82 15 MAR 25 on September 3, 2024 and sell it today you would earn a total of 112.00 from holding COP 82 15 MAR 25 or generate 1.1% return on investment over 90 days. COP 82 15 MAR 25 is generating 0.0263% of daily returns and assumes 0.4327% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than 122014AH6, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
122014AH6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 122014AH6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as COP 82 15 MAR 25, and traders can use it to determine the average amount a 122014AH6'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 = 0.0607
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| Negative Returns | 122014AH6 |
Estimated Market Risk
| 0.43 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average 122014AH6 is performing at about 4% 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 122014AH6 by adding it to a well-diversified portfolio.
About 122014AH6 Performance
By analyzing 122014AH6's fundamental ratios, stakeholders can gain valuable insights into 122014AH6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 122014AH6 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 122014AH6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.