CARRIER GLOBAL P Performance
| 14448CAS3 | 78.79 6.41 8.86% |
The entity shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CARRIER's returns are expected to increase less than the market. However, during the bear market, the loss of holding CARRIER is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in CARRIER GLOBAL P are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, CARRIER is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.085 |
CARRIER |
CARRIER Relative Risk vs. Return Landscape
If you would invest 7,514 in CARRIER GLOBAL P on November 1, 2024 and sell it today you would earn a total of 365.00 from holding CARRIER GLOBAL P or generate 4.86% return on investment over 90 days. CARRIER GLOBAL P is generating 0.0991% of daily returns and assumes 1.5338% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than CARRIER, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CARRIER Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CARRIER's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CARRIER GLOBAL P, and traders can use it to determine the average amount a CARRIER'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 = 0.0646
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| Cash | Small Risk | 14448CAS3 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.53 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 5 95% of assets perform better |
Based on monthly moving average CARRIER is performing at about 5% 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 CARRIER by adding it to a well-diversified portfolio.
About CARRIER Performance
By analyzing CARRIER's fundamental ratios, stakeholders can gain valuable insights into CARRIER's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CARRIER 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 CARRIER has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.