DIS 7125 08 APR 28 Performance
| 254687DM5 | 109.94 2.87 2.68% |
The bond shows a Beta (market volatility) of -0.0966, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 254687DM5 are expected to decrease at a much lower rate. During the bear market, 254687DM5 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days DIS 7125 08 APR 28 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 254687DM5 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
254687DM5 |
254687DM5 Relative Risk vs. Return Landscape
If you would invest 11,021 in DIS 7125 08 APR 28 on August 30, 2024 and sell it today you would lose (27.00) from holding DIS 7125 08 APR 28 or give up 0.24% of portfolio value over 90 days. DIS 7125 08 APR 28 is generating negative expected returns and assumes 0.8142% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 254687DM5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
254687DM5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 254687DM5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as DIS 7125 08 APR 28, and traders can use it to determine the average amount a 254687DM5'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 = -0.0038
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| Negative Returns | 254687DM5 |
Estimated Market Risk
| 0.81 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 254687DM5 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 254687DM5 by adding 254687DM5 to a well-diversified portfolio.
About 254687DM5 Performance
By analyzing 254687DM5's fundamental ratios, stakeholders can gain valuable insights into 254687DM5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 254687DM5 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 254687DM5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| DIS 7125 08 generated a negative expected return over the last 90 days |
Other Information on Investing in 254687DM5 Bond
254687DM5 financial ratios help investors to determine whether 254687DM5 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 254687DM5 with respect to the benefits of owning 254687DM5 security.