COMMONWEALTH EDISON 645 Performance
| 202795HT0 | 108.73 2.27 2.05% |
The bond shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, COMMONWEALTH's returns are expected to increase less than the market. However, during the bear market, the loss of holding COMMONWEALTH is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days COMMONWEALTH EDISON 645 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest conflicting performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for COMMONWEALTH EDISON 645 investors. ...more
| Yield To Maturity | 6.099 |
COMMONWEALTH |
COMMONWEALTH Relative Risk vs. Return Landscape
If you would invest 11,391 in COMMONWEALTH EDISON 645 on August 31, 2024 and sell it today you would lose (518.00) from holding COMMONWEALTH EDISON 645 or give up 4.55% of portfolio value over 90 days. COMMONWEALTH EDISON 645 is generating negative expected returns and assumes 1.0683% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than COMMONWEALTH, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
COMMONWEALTH Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for COMMONWEALTH's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as COMMONWEALTH EDISON 645, and traders can use it to determine the average amount a COMMONWEALTH'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 = -0.096
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| Negative Returns | 202795HT0 |
Estimated Market Risk
| 1.07 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average COMMONWEALTH 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 COMMONWEALTH by adding COMMONWEALTH to a well-diversified portfolio.
About COMMONWEALTH Performance
By analyzing COMMONWEALTH's fundamental ratios, stakeholders can gain valuable insights into COMMONWEALTH's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if COMMONWEALTH 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 COMMONWEALTH has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Commonwealth Edison Company is engaged in the purchase and regulated retail sale of electricity. The company provides distribution and transmission services to residential, commercial, and industrial customers in northern Illinois. As of December 31, 2013, its electric distribution system consisted of 35,491 circuit miles of overhead lines and 30,626 circuit miles of underground lines. The company was founded in 1887 and is based in Chicago, Illinois. Commonwealth Edison Company operates as a subsidiary of Exelon Corporation.| COMMONWEALTH generated a negative expected return over the last 90 days |
Other Information on Investing in COMMONWEALTH Bond
COMMONWEALTH financial ratios help investors to determine whether COMMONWEALTH 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 COMMONWEALTH with respect to the benefits of owning COMMONWEALTH security.