PACLIF 54 15 SEP 52 Performance
| 694476AF9 | 99.21 3.15 3.28% |
The entity owns a Beta (Systematic Risk) of -1.29, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PACLIF are expected to decrease by larger amounts. On the other hand, during market turmoil, PACLIF is expected to outperform it.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in PACLIF 54 15 SEP 52 are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, PACLIF is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
PACLIF |
PACLIF Relative Risk vs. Return Landscape
If you would invest 10,107 in PACLIF 54 15 SEP 52 on August 28, 2024 and sell it today you would earn a total of 221.00 from holding PACLIF 54 15 SEP 52 or generate 2.19% return on investment over 90 days. PACLIF 54 15 SEP 52 is generating 0.0969% of daily returns and assumes 2.832% volatility on return distribution over the 90 days horizon. Simply put, 25% of bonds are less volatile than PACLIF, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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PACLIF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PACLIF's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PACLIF 54 15 SEP 52, and traders can use it to determine the average amount a PACLIF'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 = 0.0342
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Estimated Market Risk
| 2.83 actual daily | 25 75% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average PACLIF is performing at about 2% 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 PACLIF by adding it to a well-diversified portfolio.
About PACLIF Performance
By analyzing PACLIF's fundamental ratios, stakeholders can gain valuable insights into PACLIF's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PACLIF 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 PACLIF has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.