SCI Corp 75 Performance
| 817565BT0 | 103.32 0.72 0.70% |
The entity shows a Beta (market volatility) of 0.0608, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 817565BT0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 817565BT0 is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days SCI Corp 75 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 817565BT0 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 | 6.445 |
817565BT0 |
817565BT0 Relative Risk vs. Return Landscape
If you would invest 10,423 in SCI Corp 75 on December 8, 2024 and sell it today you would earn a total of 15.00 from holding SCI Corp 75 or generate 0.14% return on investment over 90 days. SCI Corp 75 is generating 0.0057% of daily returns and assumes 0.7212% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than 817565BT0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
817565BT0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 817565BT0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SCI Corp 75, and traders can use it to determine the average amount a 817565BT0'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 = 0.0079
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| Negative Returns | 817565BT0 |
Estimated Market Risk
| 0.72 actual daily | 6 94% 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 817565BT0 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 817565BT0 by adding 817565BT0 to a well-diversified portfolio.
About 817565BT0 Performance
By analyzing 817565BT0's fundamental ratios, stakeholders can gain valuable insights into 817565BT0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 817565BT0 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 817565BT0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.