CMA 5625 Performance
| 200340AU1 | 99.34 0.61 0.61% |
The bond owns a Beta (Systematic Risk) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 200340AU1 are expected to decrease at a much lower rate. During the bear market, 200340AU1 is likely to outperform the market.
Risk-Adjusted Performance
Weak
Weak | Strong |
Over the last 90 days CMA 5625 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 200340AU1 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
200340AU1 |
200340AU1 Relative Risk vs. Return Landscape
If you would invest 9,925 in CMA 5625 on November 18, 2024 and sell it today you would earn a total of 9.00 from holding CMA 5625 or generate 0.09% return on investment over 90 days. CMA 5625 is generating 0.0028% of daily returns and assumes 0.5046% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than 200340AU1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
200340AU1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 200340AU1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CMA 5625, and traders can use it to determine the average amount a 200340AU1'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 = 0.0055
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 200340AU1 |
Estimated Market Risk
| 0.5 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
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 200340AU1 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 200340AU1 by adding 200340AU1 to a well-diversified portfolio.
About 200340AU1 Performance
By analyzing 200340AU1's fundamental ratios, stakeholders can gain valuable insights into 200340AU1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 200340AU1 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 200340AU1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.