DISNEY WALT NEW Performance
| 25468PDN3 | 71.45 1.22 1.74% |
The bond shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, DISNEY's returns are expected to increase less than the market. However, during the bear market, the loss of holding DISNEY is expected to be smaller as well.
Risk-Adjusted Performance
2 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in DISNEY WALT NEW are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, DISNEY is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 5.986 |
DISNEY |
DISNEY Relative Risk vs. Return Landscape
If you would invest 7,147 in DISNEY WALT NEW on August 31, 2024 and sell it today you would earn a total of 72.00 from holding DISNEY WALT NEW or generate 1.01% return on investment over 90 days. DISNEY WALT NEW is generating 0.0247% of daily returns and assumes 0.9299% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than DISNEY, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
DISNEY Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DISNEY's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as DISNEY WALT NEW, and traders can use it to determine the average amount a DISNEY'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 = 0.0265
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| Negative Returns | 25468PDN3 |
Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average DISNEY is performing at about 2% 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 DISNEY by adding it to a well-diversified portfolio.
About DISNEY Performance
By analyzing DISNEY's fundamental ratios, stakeholders can gain valuable insights into DISNEY's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if DISNEY 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 DISNEY has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.