BNFP 2947 02 NOV 26 Performance
| 23636TAE0 | 95.81 0.00 0.00% |
The bond shows a Beta (market volatility) of 0.0397, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 23636TAE0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 23636TAE0 is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days BNFP 2947 02 NOV 26 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 23636TAE0 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
23636TAE0 |
23636TAE0 Relative Risk vs. Return Landscape
If you would invest 9,724 in BNFP 2947 02 NOV 26 on September 3, 2024 and sell it today you would lose (143.00) from holding BNFP 2947 02 NOV 26 or give up 1.47% of portfolio value over 90 days. BNFP 2947 02 NOV 26 is generating negative expected returns and assumes 0.2051% volatility on return distribution over the 90 days horizon. Simply put, 1% of bonds are less volatile than 23636TAE0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
23636TAE0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 23636TAE0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BNFP 2947 02 NOV 26, and traders can use it to determine the average amount a 23636TAE0'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 = -0.156
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 23636TAE0 |
Estimated Market Risk
| 0.21 actual daily | 1 99% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 23636TAE0 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 23636TAE0 by adding 23636TAE0 to a well-diversified portfolio.
About 23636TAE0 Performance
By analyzing 23636TAE0's fundamental ratios, stakeholders can gain valuable insights into 23636TAE0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 23636TAE0 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 23636TAE0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BNFP 2947 02 generated a negative expected return over the last 90 days |
Other Information on Investing in 23636TAE0 Bond
23636TAE0 financial ratios help investors to determine whether 23636TAE0 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 23636TAE0 with respect to the benefits of owning 23636TAE0 security.