CMIENE 625 26 APR 29 Performance
| 46143NAB6 | 95.13 0.00 0.00% |
The bond shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CMIENE's returns are expected to increase less than the market. However, during the bear market, the loss of holding CMIENE is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days CMIENE 625 26 APR 29 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile 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 CMIENE 625 26 APR 29 investors. ...more
CMIENE |
CMIENE Relative Risk vs. Return Landscape
If you would invest 9,876 in CMIENE 625 26 APR 29 on August 31, 2024 and sell it today you would lose (363.00) from holding CMIENE 625 26 APR 29 or give up 3.68% of portfolio value over 90 days. CMIENE 625 26 APR 29 is generating negative expected returns and assumes 0.7999% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than CMIENE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CMIENE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CMIENE's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CMIENE 625 26 APR 29, and traders can use it to determine the average amount a CMIENE'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 = -0.4212
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| Negative Returns | 46143NAB6 |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.34 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.42 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CMIENE 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 CMIENE by adding CMIENE to a well-diversified portfolio.
About CMIENE Performance
By analyzing CMIENE's fundamental ratios, stakeholders can gain valuable insights into CMIENE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CMIENE 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 CMIENE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| CMIENE 625 26 generated a negative expected return over the last 90 days |
Other Information on Investing in CMIENE Bond
CMIENE financial ratios help investors to determine whether CMIENE 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 CMIENE with respect to the benefits of owning CMIENE security.