SIVB 4 Performance
| 78486QAJ0 | 79.21 0.00 0.00% |
The bond shows a Beta (market volatility) of -42.03, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 78486QAJ0 are expected to decrease by larger amounts. On the other hand, during market turmoil, 78486QAJ0 is expected to outperform it.
Risk-Adjusted Performance
23 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in SIVB 4 are ranked lower than 23 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain basic indicators, 78486QAJ0 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
78486QAJ0 |
78486QAJ0 Relative Risk vs. Return Landscape
If you would invest 15.00 in SIVB 4 on August 31, 2024 and sell it today you would earn a total of 7,906 from holding SIVB 4 or generate 52706.67% return on investment over 90 days. SIVB 4 is generating 63.2862% of daily returns and assumes 211.3824% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than 78486QAJ0 on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
78486QAJ0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 78486QAJ0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SIVB 4, and traders can use it to determine the average amount a 78486QAJ0'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 = 0.2994
| Best Portfolio | Best Equity | 78486QAJ0 | ||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 211.38 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.3 actual daily | 23 77% of assets perform better |
Based on monthly moving average 78486QAJ0 is performing at about 23% 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 78486QAJ0 by adding it to a well-diversified portfolio.
About 78486QAJ0 Performance
By analyzing 78486QAJ0's fundamental ratios, stakeholders can gain valuable insights into 78486QAJ0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 78486QAJ0 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 78486QAJ0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 78486QAJ0 is way too risky over 90 days horizon | |
| 78486QAJ0 appears to be risky and price may revert if volatility continues |
Other Information on Investing in 78486QAJ0 Bond
78486QAJ0 financial ratios help investors to determine whether 78486QAJ0 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 78486QAJ0 with respect to the benefits of owning 78486QAJ0 security.