GATX P 52 Performance
| 361448AU7 | 83.22 11.52 12.16% |
The entity shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 361448AU7's returns are expected to increase less than the market. However, during the bear market, the loss of holding 361448AU7 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days GATX P 52 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for GATX P 52 investors. ...more
| Yield To Maturity | 6.490 |
361448AU7 |
361448AU7 Relative Risk vs. Return Landscape
If you would invest 9,671 in GATX P 52 on August 30, 2024 and sell it today you would lose (1,349) from holding GATX P 52 or give up 13.95% of portfolio value over 90 days. GATX P 52 is generating negative expected returns and assumes 2.7388% volatility on return distribution over the 90 days horizon. Simply put, 24% of bonds are less volatile than 361448AU7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
361448AU7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 361448AU7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as GATX P 52, and traders can use it to determine the average amount a 361448AU7'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 = -0.2138
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| Negative Returns | 361448AU7 |
Estimated Market Risk
| 2.74 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.59 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.21 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 361448AU7 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 361448AU7 by adding 361448AU7 to a well-diversified portfolio.
About 361448AU7 Performance
By analyzing 361448AU7's fundamental ratios, stakeholders can gain valuable insights into 361448AU7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 361448AU7 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 361448AU7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| GATX P 52 generated a negative expected return over the last 90 days |
Other Information on Investing in 361448AU7 Bond
361448AU7 financial ratios help investors to determine whether 361448AU7 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 361448AU7 with respect to the benefits of owning 361448AU7 security.