FCX 7125 01 NOV 27 Performance
| 717265AJ1 | 104.55 0.00 0.00% |
The entity shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 717265AJ1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 717265AJ1 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days FCX 7125 01 NOV 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 717265AJ1 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
717265AJ1 |
717265AJ1 Relative Risk vs. Return Landscape
If you would invest 10,562 in FCX 7125 01 NOV 27 on September 2, 2024 and sell it today you would earn a total of 9.00 from holding FCX 7125 01 NOV 27 or generate 0.09% return on investment over 90 days. FCX 7125 01 NOV 27 is generating 0.0088% of daily returns and assumes 1.0338% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than 717265AJ1, 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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717265AJ1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 717265AJ1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as FCX 7125 01 NOV 27, and traders can use it to determine the average amount a 717265AJ1'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 = 0.0086
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| Negative Returns | 717265AJ1 |
Estimated Market Risk
| 1.03 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 717265AJ1 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 717265AJ1 by adding 717265AJ1 to a well-diversified portfolio.
About 717265AJ1 Performance
By analyzing 717265AJ1's fundamental ratios, stakeholders can gain valuable insights into 717265AJ1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 717265AJ1 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 717265AJ1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.