MAA 2875 15 SEP 51 Performance
| 59523UAU1 | 63.10 0.00 0.00% |
The entity owns a Beta (Systematic Risk) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 59523UAU1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 59523UAU1 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days MAA 2875 15 SEP 51 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unfluctuating performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for MAA 2875 15 SEP 51 investors. ...more
59523UAU1 |
59523UAU1 Relative Risk vs. Return Landscape
If you would invest 6,544 in MAA 2875 15 SEP 51 on August 28, 2024 and sell it today you would lose (234.00) from holding MAA 2875 15 SEP 51 or give up 3.58% of portfolio value over 90 days. MAA 2875 15 SEP 51 is generating negative expected returns and assumes 1.0069% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 59523UAU1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
59523UAU1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 59523UAU1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as MAA 2875 15 SEP 51, and traders can use it to determine the average amount a 59523UAU1'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 = -0.129
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| Negative Returns | 59523UAU1 |
Estimated Market Risk
| 1.01 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 59523UAU1 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 59523UAU1 by adding 59523UAU1 to a well-diversified portfolio.
About 59523UAU1 Performance
By analyzing 59523UAU1's fundamental ratios, stakeholders can gain valuable insights into 59523UAU1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 59523UAU1 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 59523UAU1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| MAA 2875 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 59523UAU1 Bond
59523UAU1 financial ratios help investors to determine whether 59523UAU1 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 59523UAU1 with respect to the benefits of owning 59523UAU1 security.