ECOPETROL S A Performance
| 279158AJ8 | 71.47 0.52 0.72% |
The entity shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 279158AJ8 are expected to decrease at a much lower rate. During the bear market, 279158AJ8 is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days ECOPETROL S A has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 279158AJ8 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 9.684 |
279158AJ8 |
279158AJ8 Relative Risk vs. Return Landscape
If you would invest 7,396 in ECOPETROL S A on September 1, 2024 and sell it today you would lose (249.00) from holding ECOPETROL S A or give up 3.37% of portfolio value over 90 days. ECOPETROL S A is generating negative expected returns and assumes 1.3423% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than 279158AJ8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
279158AJ8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 279158AJ8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ECOPETROL S A, and traders can use it to determine the average amount a 279158AJ8'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 = -0.0345
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 279158AJ8 |
Estimated Market Risk
| 1.34 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 279158AJ8 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 279158AJ8 by adding 279158AJ8 to a well-diversified portfolio.
About 279158AJ8 Performance
By analyzing 279158AJ8's fundamental ratios, stakeholders can gain valuable insights into 279158AJ8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 279158AJ8 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 279158AJ8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ECOPETROL S A generated a negative expected return over the last 90 days |
Other Information on Investing in 279158AJ8 Bond
279158AJ8 financial ratios help investors to determine whether 279158AJ8 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 279158AJ8 with respect to the benefits of owning 279158AJ8 security.