CREDIT SUISSE FIRST Performance
| 22541LAE3 | 111.11 1.91 1.69% |
The bond shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CREDIT's returns are expected to increase less than the market. However, during the bear market, the loss of holding CREDIT is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days CREDIT SUISSE FIRST has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, CREDIT is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.164 |
CREDIT |
CREDIT Relative Risk vs. Return Landscape
If you would invest 11,460 in CREDIT SUISSE FIRST on August 29, 2024 and sell it today you would lose (349.00) from holding CREDIT SUISSE FIRST or give up 3.05% of portfolio value over 90 days. CREDIT SUISSE FIRST is generating negative expected returns and assumes 0.7024% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than CREDIT, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CREDIT Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CREDIT's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CREDIT SUISSE FIRST, and traders can use it to determine the average amount a CREDIT'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 = -0.0687
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 22541LAE3 |
Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CREDIT 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 CREDIT by adding CREDIT to a well-diversified portfolio.
About CREDIT Performance
By analyzing CREDIT's fundamental ratios, stakeholders can gain valuable insights into CREDIT's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CREDIT 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 CREDIT has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| CREDIT SUISSE FIRST generated a negative expected return over the last 90 days |
Other Information on Investing in CREDIT Bond
CREDIT financial ratios help investors to determine whether CREDIT 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 CREDIT with respect to the benefits of owning CREDIT security.