HEALTH CARE REIT Performance

42217KAX4   101.56  7.25  6.66%   
The bond owns a Beta (Systematic Risk) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HEALTH's returns are expected to increase less than the market. However, during the bear market, the loss of holding HEALTH is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days HEALTH CARE REIT has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, HEALTH is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Yield To Maturity6.629
  

HEALTH Relative Risk vs. Return Landscape

If you would invest  11,226  in HEALTH CARE REIT on August 27, 2024 and sell it today you would lose (571.00) from holding HEALTH CARE REIT or give up 5.09% of portfolio value over 90 days. HEALTH CARE REIT is generating negative expected returns and assumes 1.3501% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than HEALTH, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon HEALTH is expected to under-perform the market. In addition to that, the company is 1.76 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.15 per unit of volatility.

HEALTH Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for HEALTH's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HEALTH CARE REIT, and traders can use it to determine the average amount a HEALTH'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 = -0.0738

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Negative Returns42217KAX4

Estimated Market Risk

 1.35
  actual daily
12
88% of assets are more volatile

Expected Return

 -0.1
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.07
  actual daily
0
Most of other assets perform better
Based on monthly moving average HEALTH 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 HEALTH by adding HEALTH to a well-diversified portfolio.

About HEALTH Performance

By analyzing HEALTH's fundamental ratios, stakeholders can gain valuable insights into HEALTH's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if HEALTH 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 HEALTH has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
HEALTH CARE REIT generated a negative expected return over the last 90 days

Other Information on Investing in HEALTH Bond

HEALTH financial ratios help investors to determine whether HEALTH 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 HEALTH with respect to the benefits of owning HEALTH security.