RAYTHEON TECHNOLOGIES PORATION Performance
| 75513ECH2 | 92.90 4.33 4.45% |
The entity holds a Beta of -0.22, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RAYTHEON are expected to decrease at a much lower rate. During the bear market, RAYTHEON is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days RAYTHEON TECHNOLOGIES PORATION has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, RAYTHEON is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 3.523 |
RAYTHEON |
RAYTHEON Relative Risk vs. Return Landscape
If you would invest 9,787 in RAYTHEON TECHNOLOGIES PORATION on August 24, 2024 and sell it today you would lose (497.00) from holding RAYTHEON TECHNOLOGIES PORATION or give up 5.08% of portfolio value over 90 days. RAYTHEON TECHNOLOGIES PORATION is generating negative expected returns and assumes 0.6193% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than RAYTHEON, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
RAYTHEON Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for RAYTHEON's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as RAYTHEON TECHNOLOGIES PORATION, and traders can use it to determine the average amount a RAYTHEON'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 = -0.1348
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 75513ECH2 |
Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average RAYTHEON 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 RAYTHEON by adding RAYTHEON to a well-diversified portfolio.
About RAYTHEON Performance
By analyzing RAYTHEON's fundamental ratios, stakeholders can gain valuable insights into RAYTHEON's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if RAYTHEON 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 RAYTHEON has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| RAYTHEON generated a negative expected return over the last 90 days |
Other Information on Investing in RAYTHEON Bond
RAYTHEON financial ratios help investors to determine whether RAYTHEON 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 RAYTHEON with respect to the benefits of owning RAYTHEON security.