SPG 585 08 MAR 53 Performance
| 828807DV6 | 103.03 0.85 0.83% |
The bond shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 828807DV6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 828807DV6 is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days SPG 585 08 MAR 53 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for SPG 585 08 MAR 53 investors. ...more
828807DV6 |
828807DV6 Relative Risk vs. Return Landscape
If you would invest 10,453 in SPG 585 08 MAR 53 on November 27, 2024 and sell it today you would lose (1,137) from holding SPG 585 08 MAR 53 or give up 10.88% of portfolio value over 90 days. SPG 585 08 MAR 53 is generating negative expected returns and assumes 1.5214% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than 828807DV6, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
828807DV6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 828807DV6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SPG 585 08 MAR 53, and traders can use it to determine the average amount a 828807DV6'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 = -0.1272
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| Negative Returns | 828807DV6 |
Estimated Market Risk
| 1.52 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.19 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 828807DV6 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 828807DV6 by adding 828807DV6 to a well-diversified portfolio.
About 828807DV6 Performance
By analyzing 828807DV6's fundamental ratios, stakeholders can gain valuable insights into 828807DV6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 828807DV6 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 828807DV6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SPG 585 08 generated a negative expected return over the last 90 days |
Other Information on Investing in 828807DV6 Bond
828807DV6 financial ratios help investors to determine whether 828807DV6 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 828807DV6 with respect to the benefits of owning 828807DV6 security.