LBTCOR 10875 15 JAN 31 Performance
| 530371AA1 | 93.72 13.41 12.52% |
The entity secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LBTCOR's returns are expected to increase less than the market. However, during the bear market, the loss of holding LBTCOR is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days LBTCOR 10875 15 JAN 31 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak 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 LBTCOR 10875 15 JAN 31 investors. ...more
LBTCOR |
LBTCOR Relative Risk vs. Return Landscape
If you would invest 10,800 in LBTCOR 10875 15 JAN 31 on August 27, 2024 and sell it today you would lose (1,428) from holding LBTCOR 10875 15 JAN 31 or give up 13.22% of portfolio value over 90 days. LBTCOR 10875 15 JAN 31 is generating negative expected returns and assumes 3.0614% volatility on return distribution over the 90 days horizon. Simply put, 27% of bonds are less volatile than LBTCOR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
LBTCOR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for LBTCOR's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as LBTCOR 10875 15 JAN 31, and traders can use it to determine the average amount a LBTCOR'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 = -0.2557
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| Negative Returns | 530371AA1 |
Estimated Market Risk
| 3.06 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.78 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.26 actual daily | 0 Most of other assets perform better |
Based on monthly moving average LBTCOR 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 LBTCOR by adding LBTCOR to a well-diversified portfolio.
About LBTCOR Performance
By analyzing LBTCOR's fundamental ratios, stakeholders can gain valuable insights into LBTCOR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if LBTCOR 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 LBTCOR has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| LBTCOR 10875 15 generated a negative expected return over the last 90 days | |
| LBTCOR 10875 15 has high historical volatility and very poor performance |
Other Information on Investing in LBTCOR Bond
LBTCOR financial ratios help investors to determine whether LBTCOR 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 LBTCOR with respect to the benefits of owning LBTCOR security.