KOS 7125 04 APR 26 Performance
| 500688AC0 | 87.75 10.50 10.69% |
The bond shows a Beta (market volatility) of -0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 500688AC0 are expected to decrease at a much lower rate. During the bear market, 500688AC0 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days KOS 7125 04 APR 26 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unsteady 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 KOS 7125 04 APR 26 investors. ...more
500688AC0 |
500688AC0 Relative Risk vs. Return Landscape
If you would invest 9,963 in KOS 7125 04 APR 26 on August 28, 2024 and sell it today you would lose (544.00) from holding KOS 7125 04 APR 26 or give up 5.46% of portfolio value over 90 days. KOS 7125 04 APR 26 is generating negative expected returns and assumes 3.5874% volatility on return distribution over the 90 days horizon. Simply put, 31% of bonds are less volatile than 500688AC0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
500688AC0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 500688AC0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as KOS 7125 04 APR 26, and traders can use it to determine the average amount a 500688AC0'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 = -0.0944
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| Negative Returns | 500688AC0 |
Estimated Market Risk
| 3.59 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.34 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 500688AC0 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 500688AC0 by adding 500688AC0 to a well-diversified portfolio.
About 500688AC0 Performance
By analyzing 500688AC0's fundamental ratios, stakeholders can gain valuable insights into 500688AC0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 500688AC0 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 500688AC0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| KOS 7125 04 generated a negative expected return over the last 90 days | |
| KOS 7125 04 has high historical volatility and very poor performance |
Other Information on Investing in 500688AC0 Bond
500688AC0 financial ratios help investors to determine whether 500688AC0 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 500688AC0 with respect to the benefits of owning 500688AC0 security.