EMR 28 21 DEC 51 Performance
| 291011BS2 | 60.14 6.61 9.90% |
The bond shows a Beta (market volatility) of -0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 291011BS2 are expected to decrease at a much lower rate. During the bear market, 291011BS2 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days EMR 28 21 DEC 51 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 291011BS2 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
291011BS2 |
291011BS2 Relative Risk vs. Return Landscape
If you would invest 6,694 in EMR 28 21 DEC 51 on August 31, 2024 and sell it today you would lose (7.00) from holding EMR 28 21 DEC 51 or give up 0.1% of portfolio value over 90 days. EMR 28 21 DEC 51 is generating 0.024% of daily returns and assumes 2.3052% volatility on return distribution over the 90 days horizon. Simply put, 20% of bonds are less volatile than 291011BS2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
291011BS2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 291011BS2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as EMR 28 21 DEC 51, and traders can use it to determine the average amount a 291011BS2'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 = 0.0104
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| Negative Returns | 291011BS2 |
Estimated Market Risk
| 2.31 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 291011BS2 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 291011BS2 by adding 291011BS2 to a well-diversified portfolio.
About 291011BS2 Performance
By analyzing 291011BS2's fundamental ratios, stakeholders can gain valuable insights into 291011BS2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 291011BS2 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 291011BS2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.