FMGAU 5875 15 APR 30 Performance
| 30251GBD8 | 97.25 0.00 0.00% |
The bond shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, FMGAU's returns are expected to increase less than the market. However, during the bear market, the loss of holding FMGAU is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days FMGAU 5875 15 APR 30 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, FMGAU is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
FMGAU |
FMGAU Relative Risk vs. Return Landscape
If you would invest 9,999 in FMGAU 5875 15 APR 30 on August 31, 2024 and sell it today you would lose (274.00) from holding FMGAU 5875 15 APR 30 or give up 2.74% of portfolio value over 90 days. FMGAU 5875 15 APR 30 is generating negative expected returns and assumes 0.3846% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than FMGAU, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FMGAU Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FMGAU's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as FMGAU 5875 15 APR 30, and traders can use it to determine the average amount a FMGAU'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 = -0.1226
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 30251GBD8 |
Estimated Market Risk
| 0.38 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FMGAU 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 FMGAU by adding FMGAU to a well-diversified portfolio.
About FMGAU Performance
By analyzing FMGAU's fundamental ratios, stakeholders can gain valuable insights into FMGAU's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FMGAU 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 FMGAU has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| FMGAU 5875 15 generated a negative expected return over the last 90 days |
Other Information on Investing in FMGAU Bond
FMGAU financial ratios help investors to determine whether FMGAU 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 FMGAU with respect to the benefits of owning FMGAU security.