DT 3625 21 JAN 50 Performance
| 251566AA3 | 74.65 3.17 4.43% |
The bond owns a Beta (Systematic Risk) of -1.09, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning 251566AA3 are expected to decrease slowly. On the other hand, during market turmoil, 251566AA3 is expected to outperform it slightly.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Very Weak
Compared to the overall equity markets, risk-adjusted returns on investments in DT 3625 21 JAN 50 are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 251566AA3 may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
251566AA3 |
251566AA3 Relative Risk vs. Return Landscape
If you would invest 7,825 in DT 3625 21 JAN 50 on October 1, 2024 and sell it today you would earn a total of 543.00 from holding DT 3625 21 JAN 50 or generate 6.94% return on investment over 90 days. DT 3625 21 JAN 50 is generating 0.1974% of daily returns and assumes 2.3379% volatility on return distribution over the 90 days horizon. Simply put, 20% of bonds are less volatile than 251566AA3, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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251566AA3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 251566AA3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as DT 3625 21 JAN 50, and traders can use it to determine the average amount a 251566AA3'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 = 0.0844
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Estimated Market Risk
| 2.34 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average 251566AA3 is performing at about 6% of its full potential. 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 251566AA3 by adding it to a well-diversified portfolio.
About 251566AA3 Performance
By analyzing 251566AA3's fundamental ratios, stakeholders can gain valuable insights into 251566AA3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 251566AA3 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 251566AA3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.