CVS 5625 21 FEB 53 Performance
| 126650DV9 | 99.68 7.09 7.66% |
The bond shows a Beta (market volatility) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 126650DV9 are expected to decrease at a much lower rate. During the bear market, 126650DV9 is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days CVS 5625 21 FEB 53 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 126650DV9 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
126650DV9 |
126650DV9 Relative Risk vs. Return Landscape
If you would invest 9,650 in CVS 5625 21 FEB 53 on August 28, 2024 and sell it today you would lose (1.00) from holding CVS 5625 21 FEB 53 or give up 0.01% of portfolio value over 90 days. CVS 5625 21 FEB 53 is generating 0.0081% of daily returns and assumes 1.3133% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than 126650DV9, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
126650DV9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 126650DV9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CVS 5625 21 FEB 53, and traders can use it to determine the average amount a 126650DV9'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 = 0.0062
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 126650DV9 |
Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 126650DV9 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 126650DV9 by adding 126650DV9 to a well-diversified portfolio.
About 126650DV9 Performance
By analyzing 126650DV9's fundamental ratios, stakeholders can gain valuable insights into 126650DV9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 126650DV9 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 126650DV9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.