ENTERPRISE PRODUCTS OPERATING Performance
| 29379VBZ5 | 69.38 6.88 9.02% |
The bond shows a Beta (market volatility) of -0.0322, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ENTERPRISE are expected to decrease at a much lower rate. During the bear market, ENTERPRISE is likely to outperform the market.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days ENTERPRISE PRODUCTS OPERATING has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for ENTERPRISE PRODUCTS OPERATING investors. ...more
| Yield To Maturity | 5.714 |
ENTERPRISE |
ENTERPRISE Relative Risk vs. Return Landscape
If you would invest 7,757 in ENTERPRISE PRODUCTS OPERATING on September 1, 2024 and sell it today you would lose (819.00) from holding ENTERPRISE PRODUCTS OPERATING or give up 10.56% of portfolio value over 90 days. ENTERPRISE PRODUCTS OPERATING is generating negative expected returns and assumes 1.4791% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than ENTERPRISE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ENTERPRISE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ENTERPRISE's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ENTERPRISE PRODUCTS OPERATING, and traders can use it to determine the average amount a ENTERPRISE'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 = -0.127
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| Negative Returns | 29379VBZ5 |
Estimated Market Risk
| 1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ENTERPRISE 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 ENTERPRISE by adding ENTERPRISE to a well-diversified portfolio.
About ENTERPRISE Performance
By analyzing ENTERPRISE's fundamental ratios, stakeholders can gain valuable insights into ENTERPRISE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ENTERPRISE 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 ENTERPRISE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ENTERPRISE PRODUCTS generated a negative expected return over the last 90 days |
Other Information on Investing in ENTERPRISE Bond
ENTERPRISE financial ratios help investors to determine whether ENTERPRISE 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 ENTERPRISE with respect to the benefits of owning ENTERPRISE security.