RF 575 Performance
| 7591EPAR1 | 100.05 0.02 0.02% |
The bond owns a Beta (Systematic Risk) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 7591EPAR1 are expected to decrease at a much lower rate. During the bear market, 7591EPAR1 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days RF 575 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, 7591EPAR1 is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
7591EPAR1 |
7591EPAR1 Relative Risk vs. Return Landscape
If you would invest 9,944 in RF 575 on September 1, 2024 and sell it today you would lose (424.00) from holding RF 575 or give up 4.26% of portfolio value over 90 days. RF 575 is generating negative expected returns and assumes 0.7351% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than 7591EPAR1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
7591EPAR1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 7591EPAR1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as RF 575, and traders can use it to determine the average amount a 7591EPAR1'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 = -0.0919
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| Negative Returns | 7591EPAR1 |
Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 7591EPAR1 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 7591EPAR1 by adding 7591EPAR1 to a well-diversified portfolio.
About 7591EPAR1 Performance
By analyzing 7591EPAR1's fundamental ratios, stakeholders can gain valuable insights into 7591EPAR1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 7591EPAR1 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 7591EPAR1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 7591EPAR1 generated a negative expected return over the last 90 days |
Other Information on Investing in 7591EPAR1 Bond
7591EPAR1 financial ratios help investors to determine whether 7591EPAR1 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 7591EPAR1 with respect to the benefits of owning 7591EPAR1 security.