ACAFP 4375 17 MAR 25 Performance
| 225313AF2 | 98.24 1.44 1.44% |
The entity owns a Beta (Systematic Risk) of -0.0163, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ACAFP are expected to decrease at a much lower rate. During the bear market, ACAFP is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days ACAFP 4375 17 MAR 25 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ACAFP is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
ACAFP |
ACAFP Relative Risk vs. Return Landscape
If you would invest 9,930 in ACAFP 4375 17 MAR 25 on August 27, 2024 and sell it today you would lose (106.00) from holding ACAFP 4375 17 MAR 25 or give up 1.07% of portfolio value over 90 days. ACAFP 4375 17 MAR 25 is generating negative expected returns and assumes 0.2965% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than ACAFP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ACAFP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACAFP's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ACAFP 4375 17 MAR 25, and traders can use it to determine the average amount a ACAFP'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 = -0.1278
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| Negative Returns | 225313AF2 |
Estimated Market Risk
| 0.3 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ACAFP 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 ACAFP by adding ACAFP to a well-diversified portfolio.
About ACAFP Performance
By analyzing ACAFP's fundamental ratios, stakeholders can gain valuable insights into ACAFP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ACAFP 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 ACAFP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ACAFP 4375 17 generated a negative expected return over the last 90 days |
Other Information on Investing in ACAFP Bond
ACAFP financial ratios help investors to determine whether ACAFP 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 ACAFP with respect to the benefits of owning ACAFP security.