SAFE 28 15 JUN 31 Performance
| 78646UAA7 | 85.89 0.49 0.57% |
The entity shows a Beta (market volatility) of -0.0748, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 78646UAA7 are expected to decrease at a much lower rate. During the bear market, 78646UAA7 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days SAFE 28 15 JUN 31 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 78646UAA7 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
78646UAA7 |
78646UAA7 Relative Risk vs. Return Landscape
If you would invest 8,683 in SAFE 28 15 JUN 31 on August 28, 2024 and sell it today you would lose (94.00) from holding SAFE 28 15 JUN 31 or give up 1.08% of portfolio value over 90 days. SAFE 28 15 JUN 31 is generating negative expected returns and assumes 0.6194% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than 78646UAA7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
78646UAA7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 78646UAA7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SAFE 28 15 JUN 31, and traders can use it to determine the average amount a 78646UAA7'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 = -0.0487
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| Negative Returns | 78646UAA7 |
Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 78646UAA7 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 78646UAA7 by adding 78646UAA7 to a well-diversified portfolio.
About 78646UAA7 Performance
By analyzing 78646UAA7's fundamental ratios, stakeholders can gain valuable insights into 78646UAA7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 78646UAA7 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 78646UAA7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SAFE 28 15 generated a negative expected return over the last 90 days | |
| Latest headline from zacks.com: Is It Worth Investing in Analog Devices Based on Wall Streets Bullish Views |
Other Information on Investing in 78646UAA7 Bond
78646UAA7 financial ratios help investors to determine whether 78646UAA7 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 78646UAA7 with respect to the benefits of owning 78646UAA7 security.