GTLS 75 01 JAN 30 Performance
| 16115QAF7 | 103.63 0.66 0.63% |
The bond shows a Beta (market volatility) of 0.0081, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 16115QAF7's returns are expected to increase less than the market. However, during the bear market, the loss of holding 16115QAF7 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days GTLS 75 01 JAN 30 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 16115QAF7 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
16115QAF7 |
16115QAF7 Relative Risk vs. Return Landscape
If you would invest 10,495 in GTLS 75 01 JAN 30 on August 24, 2024 and sell it today you would lose (395.00) from holding GTLS 75 01 JAN 30 or give up 3.76% of portfolio value over 90 days. GTLS 75 01 JAN 30 is generating negative expected returns and assumes 0.387% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than 16115QAF7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
16115QAF7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 16115QAF7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as GTLS 75 01 JAN 30, and traders can use it to determine the average amount a 16115QAF7'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 = -0.1579
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| Negative Returns | 16115QAF7 |
Estimated Market Risk
| 0.39 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 16115QAF7 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 16115QAF7 by adding 16115QAF7 to a well-diversified portfolio.
About 16115QAF7 Performance
By analyzing 16115QAF7's fundamental ratios, stakeholders can gain valuable insights into 16115QAF7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 16115QAF7 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 16115QAF7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| GTLS 75 01 generated a negative expected return over the last 90 days |
Other Information on Investing in 16115QAF7 Bond
16115QAF7 financial ratios help investors to determine whether 16115QAF7 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 16115QAF7 with respect to the benefits of owning 16115QAF7 security.