US682691AC47 Performance
| 682691AC4 | 79.76 13.20 14.20% |
The bond owns a Beta (Systematic Risk) of -0.093, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 682691AC4 are expected to decrease at a much lower rate. During the bear market, 682691AC4 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days US682691AC47 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak 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 US682691AC47 investors. ...more
| Yield To Maturity | 8.833 |
682691AC4 |
682691AC4 Relative Risk vs. Return Landscape
If you would invest 9,238 in US682691AC47 on August 27, 2024 and sell it today you would lose (1,262) from holding US682691AC47 or give up 13.66% of portfolio value over 90 days. US682691AC47 is generating negative expected returns and assumes 1.837% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than 682691AC4, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
682691AC4 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 682691AC4's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US682691AC47, and traders can use it to determine the average amount a 682691AC4'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 = -0.1189
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| Negative Returns | 682691AC4 |
Estimated Market Risk
| 1.84 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 682691AC4 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 682691AC4 by adding 682691AC4 to a well-diversified portfolio.
About 682691AC4 Performance
By analyzing 682691AC4's fundamental ratios, stakeholders can gain valuable insights into 682691AC4's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 682691AC4 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 682691AC4 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US682691AC47 generated a negative expected return over the last 90 days |
Other Information on Investing in 682691AC4 Bond
682691AC4 financial ratios help investors to determine whether 682691AC4 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 682691AC4 with respect to the benefits of owning 682691AC4 security.