CVR ENERGY INC Performance
| 12662PAD0 | 88.68 5.89 6.23% |
The bond shows a Beta (market volatility) of 0.0203, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 12662PAD0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 12662PAD0 is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in CVR ENERGY INC are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 12662PAD0 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
12662PAD0 |
12662PAD0 Relative Risk vs. Return Landscape
If you would invest 9,167 in CVR ENERGY INC on November 3, 2024 and sell it today you would earn a total of 208.00 from holding CVR ENERGY INC or generate 2.27% return on investment over 90 days. CVR ENERGY INC is generating 0.0484% of daily returns and assumes 1.3023% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than 12662PAD0, 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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12662PAD0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 12662PAD0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CVR ENERGY INC, and traders can use it to determine the average amount a 12662PAD0'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 = 0.0372
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| Negative Returns | 12662PAD0 |
Estimated Market Risk
| 1.3 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average 12662PAD0 is performing at about 2% 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 12662PAD0 by adding it to a well-diversified portfolio.
About 12662PAD0 Performance
By analyzing 12662PAD0's fundamental ratios, stakeholders can gain valuable insights into 12662PAD0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 12662PAD0 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 12662PAD0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.