NORDSTROM INC 695 Performance
| 655664AH3 | 101.63 1.87 1.81% |
The bond secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NORDSTROM's returns are expected to increase less than the market. However, during the bear market, the loss of holding NORDSTROM is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days NORDSTROM INC 695 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, NORDSTROM is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
NORDSTROM |
NORDSTROM Relative Risk vs. Return Landscape
If you would invest 10,319 in NORDSTROM INC 695 on August 28, 2024 and sell it today you would lose (156.00) from holding NORDSTROM INC 695 or give up 1.51% of portfolio value over 90 days. NORDSTROM INC 695 is generating negative expected returns and assumes 0.6378% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than NORDSTROM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NORDSTROM Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NORDSTROM's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NORDSTROM INC 695, and traders can use it to determine the average amount a NORDSTROM'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 = -0.0354
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| Negative Returns | 655664AH3 |
Estimated Market Risk
| 0.64 actual daily | 5 95% 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 | 0 Most of other assets perform better |
Based on monthly moving average NORDSTROM 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 NORDSTROM by adding NORDSTROM to a well-diversified portfolio.
About NORDSTROM Performance
By analyzing NORDSTROM's fundamental ratios, stakeholders can gain valuable insights into NORDSTROM's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NORDSTROM 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 NORDSTROM has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| NORDSTROM INC 695 generated a negative expected return over the last 90 days |
Other Information on Investing in NORDSTROM Bond
NORDSTROM financial ratios help investors to determine whether NORDSTROM 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 NORDSTROM with respect to the benefits of owning NORDSTROM security.