PYPL 505 01 JUN 52 Performance
| 70450YAM5 | 94.82 1.21 1.26% |
The bond shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 70450YAM5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 70450YAM5 is expected to be smaller as well.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in PYPL 505 01 JUN 52 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 70450YAM5 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
70450YAM5 |
70450YAM5 Relative Risk vs. Return Landscape
If you would invest 9,738 in PYPL 505 01 JUN 52 on August 31, 2024 and sell it today you would earn a total of 405.00 from holding PYPL 505 01 JUN 52 or generate 4.16% return on investment over 90 days. PYPL 505 01 JUN 52 is generating 0.074% of daily returns and assumes 1.3098% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than 70450YAM5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
70450YAM5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 70450YAM5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PYPL 505 01 JUN 52, and traders can use it to determine the average amount a 70450YAM5'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 = 0.0565
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Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.07 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 70450YAM5 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 70450YAM5 by adding it to a well-diversified portfolio.
About 70450YAM5 Performance
By analyzing 70450YAM5's fundamental ratios, stakeholders can gain valuable insights into 70450YAM5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 70450YAM5 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 70450YAM5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.