GD 115 01 JUN 26 Performance
| 369550BN7 | 91.92 4.01 4.18% |
The bond owns a Beta (Systematic Risk) of -0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 369550BN7 are expected to decrease at a much lower rate. During the bear market, 369550BN7 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days GD 115 01 JUN 26 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 369550BN7 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
369550BN7 |
369550BN7 Relative Risk vs. Return Landscape
If you would invest 9,500 in GD 115 01 JUN 26 on November 1, 2024 and sell it today you would lose (308.00) from holding GD 115 01 JUN 26 or give up 3.24% of portfolio value over 90 days. GD 115 01 JUN 26 is generating negative expected returns and assumes 0.6166% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than 369550BN7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
369550BN7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 369550BN7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as GD 115 01 JUN 26, and traders can use it to determine the average amount a 369550BN7'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 = -0.1082
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| Negative Returns | 369550BN7 |
Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 369550BN7 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 369550BN7 by adding 369550BN7 to a well-diversified portfolio.
About 369550BN7 Performance
By analyzing 369550BN7's fundamental ratios, stakeholders can gain valuable insights into 369550BN7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 369550BN7 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 369550BN7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| GD 115 01 generated a negative expected return over the last 90 days |
Other Information on Investing in 369550BN7 Bond
369550BN7 financial ratios help investors to determine whether 369550BN7 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 369550BN7 with respect to the benefits of owning 369550BN7 security.