COMCAST PORATION Performance
| 20030NDM0 | 80.74 3.35 3.98% |
The bond shows a Beta (market volatility) of -0.0504, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning COMCAST are expected to decrease at a much lower rate. During the bear market, COMCAST is likely to outperform the market.
Risk-Adjusted Performance
6 of 100
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Very Weak
Compared to the overall equity markets, risk-adjusted returns on investments in COMCAST PORATION are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, COMCAST sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 5.744 |
COMCAST |
COMCAST Relative Risk vs. Return Landscape
If you would invest 8,590 in COMCAST PORATION on August 27, 2024 and sell it today you would earn a total of 1,242 from holding COMCAST PORATION or generate 14.46% return on investment over 90 days. COMCAST PORATION is generating 0.2458% of daily returns and assumes 2.8188% volatility on return distribution over the 90 days horizon. Simply put, 25% of bonds are less volatile than COMCAST, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
COMCAST Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for COMCAST's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as COMCAST PORATION, and traders can use it to determine the average amount a COMCAST'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 = 0.0872
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Estimated Market Risk
| 2.82 actual daily | 25 75% of assets are more volatile |
Expected Return
| 0.25 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average COMCAST is performing at about 6% 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 COMCAST by adding it to a well-diversified portfolio.
About COMCAST Performance
By analyzing COMCAST's fundamental ratios, stakeholders can gain valuable insights into COMCAST's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if COMCAST 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 COMCAST has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.