NEE 244 15 JAN 32 Performance

65339KBZ2   86.23  1.42  1.67%   
The bond shows a Beta (market volatility) of 0.0674, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 65339KBZ2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 65339KBZ2 is expected to be smaller as well.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in NEE 244 15 JAN 32 are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 65339KBZ2 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
  

65339KBZ2 Relative Risk vs. Return Landscape

If you would invest  8,535  in NEE 244 15 JAN 32 on August 30, 2024 and sell it today you would earn a total of  88.00  from holding NEE 244 15 JAN 32 or generate 1.03% return on investment over 90 days. NEE 244 15 JAN 32 is generating 0.0181% of daily returns and assumes 0.4537% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than 65339KBZ2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon 65339KBZ2 is expected to generate 6.49 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.7 times less risky than the market. It trades about 0.04 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.15 of returns per unit of risk over similar time horizon.

65339KBZ2 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for 65339KBZ2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NEE 244 15 JAN 32, and traders can use it to determine the average amount a 65339KBZ2'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 = 0.0399

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Negative Returns65339KBZ2

Estimated Market Risk

 0.45
  actual daily
4
96% of assets are more volatile

Expected Return

 0.02
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.04
  actual daily
3
97% of assets perform better
Based on monthly moving average 65339KBZ2 is performing at about 3% of its full potential. 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 65339KBZ2 by adding it to a well-diversified portfolio.

About 65339KBZ2 Performance

By analyzing 65339KBZ2's fundamental ratios, stakeholders can gain valuable insights into 65339KBZ2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 65339KBZ2 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 65339KBZ2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.