ORI 385 11 JUN 51 Performance
| 680223AL8 | 69.21 4.57 6.19% |
The bond shows a Beta (market volatility) of -0.0092, 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
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Over the last 90 days ORI 385 11 JUN 51 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for ORI 385 11 JUN 51 investors. ...more
680223AL8 |
680223AL8 Relative Risk vs. Return Landscape
If you would invest 7,440 in ORI 385 11 JUN 51 on August 31, 2024 and sell it today you would lose (519.00) from holding ORI 385 11 JUN 51 or give up 6.98% of portfolio value over 90 days. ORI 385 11 JUN 51 is generating negative expected returns and assumes 1.4917% volatility on return distribution over the 90 days horizon. Simply put, 13% 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 = -0.1393
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| Negative Returns | 680223AL8 |
Estimated Market Risk
| 1.49 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 680223AL8 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 680223AL8 by adding 680223AL8 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.
| ORI 385 11 generated a negative expected return over the last 90 days |
Other Information on Investing in 680223AL8 Bond
680223AL8 financial ratios help investors to determine whether 680223AL8 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 680223AL8 with respect to the benefits of owning 680223AL8 security.