CBT 5 30 JUN 32 Performance
| 127055AM3 | 94.80 4.76 4.78% |
The entity shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 127055AM3 are expected to decrease at a much lower rate. During the bear market, 127055AM3 is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days CBT 5 30 JUN 32 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak 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 CBT 5 30 JUN 32 investors. ...more
127055AM3 |
127055AM3 Relative Risk vs. Return Landscape
If you would invest 10,099 in CBT 5 30 JUN 32 on August 30, 2024 and sell it today you would lose (619.00) from holding CBT 5 30 JUN 32 or give up 6.13% of portfolio value over 90 days. CBT 5 30 JUN 32 is generating negative expected returns and assumes 1.166% volatility on return distribution over the 90 days horizon. Simply put, 10% of bonds are less volatile than 127055AM3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
127055AM3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 127055AM3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CBT 5 30 JUN 32, and traders can use it to determine the average amount a 127055AM3'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 = -0.0928
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 127055AM3 |
Estimated Market Risk
| 1.17 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 127055AM3 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 127055AM3 by adding 127055AM3 to a well-diversified portfolio.
About 127055AM3 Performance
By analyzing 127055AM3's fundamental ratios, stakeholders can gain valuable insights into 127055AM3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 127055AM3 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 127055AM3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 127055AM3 generated a negative expected return over the last 90 days |
Other Information on Investing in 127055AM3 Bond
127055AM3 financial ratios help investors to determine whether 127055AM3 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 127055AM3 with respect to the benefits of owning 127055AM3 security.