INTC 2 12 AUG 31 Performance
| 458140BU3 | 84.86 2.49 3.02% |
The bond shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 458140BU3 are expected to decrease at a much lower rate. During the bear market, 458140BU3 is likely to outperform the market.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in INTC 2 12 AUG 31 are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 458140BU3 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
458140BU3 |
458140BU3 Relative Risk vs. Return Landscape
If you would invest 8,237 in INTC 2 12 AUG 31 on August 31, 2024 and sell it today you would earn a total of 249.00 from holding INTC 2 12 AUG 31 or generate 3.02% return on investment over 90 days. INTC 2 12 AUG 31 is generating 0.0507% of daily returns and assumes 0.6219% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than 458140BU3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
458140BU3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 458140BU3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as INTC 2 12 AUG 31, and traders can use it to determine the average amount a 458140BU3'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 = 0.0816
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Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average 458140BU3 is performing at about 6% of its full potential. 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 458140BU3 by adding it to a well-diversified portfolio.
About 458140BU3 Performance
By analyzing 458140BU3's fundamental ratios, stakeholders can gain valuable insights into 458140BU3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 458140BU3 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 458140BU3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.