CEDAR FAIR L Performance

150190AE6   97.12  0.11  0.11%   
The bond shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CEDAR's returns are expected to increase less than the market. However, during the bear market, the loss of holding CEDAR is expected to be smaller as well.

Risk-Adjusted Performance

Very Weak

 
Weak
 
Strong
Over the last 90 days CEDAR FAIR L has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, CEDAR is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
JavaScript chart by amCharts 3.21.15Dec2025Feb -3-2-10123
JavaScript chart by amCharts 3.21.15CEDAR FAIR L CEDAR FAIR L Dividend Benchmark Dow Jones Industrial
Yield To Maturity8.133
  

CEDAR Relative Risk vs. Return Landscape

If you would invest  9,713  in CEDAR FAIR L on November 29, 2024 and sell it today you would lose (1.00) from holding CEDAR FAIR L or give up 0.01% of portfolio value over 90 days. CEDAR FAIR L is generating 8.0E-4% of daily returns and assumes 0.4472% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than CEDAR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
JavaScript chart by amCharts 3.21.15CashMarket150190AE6 0.00.10.20.30.40.50.60.70.8 -0.06-0.05-0.04-0.03-0.02-0.010.000.01
       Risk  
Assuming the 90 days trading horizon CEDAR is expected to generate 0.61 times more return on investment than the market. However, the company is 1.64 times less risky than the market. It trades about 0.0 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.07 per unit of risk.

CEDAR Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for CEDAR's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CEDAR FAIR L, and traders can use it to determine the average amount a CEDAR'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 = 0.0018

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative Returns150190AE6

Estimated Market Risk

 0.45
  actual daily
4
96% of assets are more volatile

Expected Return

 0.0
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.0
  actual daily
0
Most of other assets perform better
Based on monthly moving average CEDAR 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 CEDAR by adding CEDAR to a well-diversified portfolio.

About CEDAR Performance

By analyzing CEDAR's fundamental ratios, stakeholders can gain valuable insights into CEDAR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CEDAR 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 CEDAR has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.