ORI 385 11 JUN 51 Performance
| 680223AL8 | 74.30 0.00 0.00% |
The bond shows a Beta (market volatility) of -0.0189, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 680223AL8 are expected to decrease at a much lower rate. During the bear market, 680223AL8 is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in ORI 385 11 JUN 51 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 680223AL8 may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
680223AL8 |
680223AL8 Relative Risk vs. Return Landscape
If you would invest 7,240 in ORI 385 11 JUN 51 on November 3, 2024 and sell it today you would earn a total of 190.00 from holding ORI 385 11 JUN 51 or generate 2.62% return on investment over 90 days. ORI 385 11 JUN 51 is generating 0.1002% of daily returns and assumes 1.7023% volatility on return distribution over the 90 days horizon. Simply put, 15% of bonds are less volatile than 680223AL8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
680223AL8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 680223AL8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ORI 385 11 JUN 51, and traders can use it to determine the average amount a 680223AL8'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 = 0.0588
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| Cash | Small Risk | 680223AL8 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.7 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average 680223AL8 is performing at about 4% 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 680223AL8 by adding it to a well-diversified portfolio.
About 680223AL8 Performance
By analyzing 680223AL8's fundamental ratios, stakeholders can gain valuable insights into 680223AL8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 680223AL8 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 680223AL8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.