ES 46 01 JUL 27 Performance
| 30040WAR9 | 95.81 3.57 3.59% |
The bond owns a Beta (Systematic Risk) of -0.0536, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 30040WAR9 are expected to decrease at a much lower rate. During the bear market, 30040WAR9 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days ES 46 01 JUL 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 30040WAR9 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
30040WAR9 |
30040WAR9 Relative Risk vs. Return Landscape
If you would invest 10,004 in ES 46 01 JUL 27 on August 28, 2024 and sell it today you would lose (106.00) from holding ES 46 01 JUL 27 or give up 1.06% of portfolio value over 90 days. ES 46 01 JUL 27 is generating negative expected returns and assumes 0.6615% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than 30040WAR9, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
30040WAR9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 30040WAR9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ES 46 01 JUL 27, and traders can use it to determine the average amount a 30040WAR9'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 = -0.0227
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| Negative Returns | 30040WAR9 |
Estimated Market Risk
| 0.66 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 30040WAR9 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 30040WAR9 by adding 30040WAR9 to a well-diversified portfolio.
About 30040WAR9 Performance
By analyzing 30040WAR9's fundamental ratios, stakeholders can gain valuable insights into 30040WAR9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 30040WAR9 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 30040WAR9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 30040WAR9 generated a negative expected return over the last 90 days |
Other Information on Investing in 30040WAR9 Bond
30040WAR9 financial ratios help investors to determine whether 30040WAR9 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 30040WAR9 with respect to the benefits of owning 30040WAR9 security.