MGM Growth Properties Performance
| 55303XAB1 | 95.77 0.00 0.00% |
The bond shows a Beta (market volatility) of -0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 55303XAB1 are expected to decrease at a much lower rate. During the bear market, 55303XAB1 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days MGM Growth Properties has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 55303XAB1 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.810 |
55303XAB1 |
55303XAB1 Relative Risk vs. Return Landscape
If you would invest 9,732 in MGM Growth Properties on August 27, 2024 and sell it today you would lose (155.00) from holding MGM Growth Properties or give up 1.59% of portfolio value over 90 days. MGM Growth Properties is generating negative expected returns and assumes 1.8471% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than 55303XAB1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
55303XAB1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 55303XAB1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as MGM Growth Properties, and traders can use it to determine the average amount a 55303XAB1'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 = -0.0396
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| Negative Returns | 55303XAB1 |
Estimated Market Risk
| 1.85 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 55303XAB1 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 55303XAB1 by adding 55303XAB1 to a well-diversified portfolio.
About 55303XAB1 Performance
By analyzing 55303XAB1's fundamental ratios, stakeholders can gain valuable insights into 55303XAB1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 55303XAB1 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 55303XAB1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 55303XAB1 generated a negative expected return over the last 90 days |
Other Information on Investing in 55303XAB1 Bond
55303XAB1 financial ratios help investors to determine whether 55303XAB1 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 55303XAB1 with respect to the benefits of owning 55303XAB1 security.