GRAINGER W W Performance
| 384802AD6 | 88.52 4.11 4.87% |
The bond owns a Beta (Systematic Risk) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GRAINGER's returns are expected to increase less than the market. However, during the bear market, the loss of holding GRAINGER is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days GRAINGER W W has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, GRAINGER is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
GRAINGER |
GRAINGER Relative Risk vs. Return Landscape
If you would invest 8,864 in GRAINGER W W on August 24, 2024 and sell it today you would lose (12.00) from holding GRAINGER W W or give up 0.14% of portfolio value over 90 days. GRAINGER W W is generating 0.0036% of daily returns and assumes 1.3056% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than GRAINGER, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
GRAINGER Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for GRAINGER's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as GRAINGER W W, and traders can use it to determine the average amount a GRAINGER'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 = 0.0028
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| Negative Returns | 384802AD6 |
Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average GRAINGER 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 GRAINGER by adding GRAINGER to a well-diversified portfolio.
About GRAINGER Performance
By analyzing GRAINGER's fundamental ratios, stakeholders can gain valuable insights into GRAINGER's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if GRAINGER 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 GRAINGER has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.