EXC 46 15 MAY 52 Performance
| 693304BD8 | 84.77 0.00 0.00% |
The bond owns a Beta (Systematic Risk) of -0.0808, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 693304BD8 are expected to decrease at a much lower rate. During the bear market, 693304BD8 is likely to outperform the market.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in EXC 46 15 MAY 52 are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, 693304BD8 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
693304BD8 |
693304BD8 Relative Risk vs. Return Landscape
If you would invest 9,031 in EXC 46 15 MAY 52 on August 28, 2024 and sell it today you would earn a total of 820.00 from holding EXC 46 15 MAY 52 or generate 9.08% return on investment over 90 days. EXC 46 15 MAY 52 is generating 0.3791% of daily returns and assumes 4.1434% volatility on return distribution over the 90 days horizon. Simply put, 36% of bonds are less volatile than 693304BD8, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
693304BD8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 693304BD8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as EXC 46 15 MAY 52, and traders can use it to determine the average amount a 693304BD8'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 = 0.0915
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Estimated Market Risk
| 4.14 actual daily | 36 64% of assets are more volatile |
Expected Return
| 0.38 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average 693304BD8 is performing at about 7% 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 693304BD8 by adding it to a well-diversified portfolio.
About 693304BD8 Performance
By analyzing 693304BD8's fundamental ratios, stakeholders can gain valuable insights into 693304BD8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 693304BD8 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 693304BD8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| EXC 46 15 had very high historical volatility over the last 90 days |
Other Information on Investing in 693304BD8 Bond
693304BD8 financial ratios help investors to determine whether 693304BD8 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 693304BD8 with respect to the benefits of owning 693304BD8 security.