SJM 2125 15 MAR 32 Performance
| 832696AU2 | 78.39 4.79 5.76% |
The bond shows a Beta (market volatility) of -0.0365, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 832696AU2 are expected to decrease at a much lower rate. During the bear market, 832696AU2 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days SJM 2125 15 MAR 32 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak 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 SJM 2125 15 MAR 32 investors. ...more
832696AU2 |
832696AU2 Relative Risk vs. Return Landscape
If you would invest 8,402 in SJM 2125 15 MAR 32 on August 28, 2024 and sell it today you would lose (563.00) from holding SJM 2125 15 MAR 32 or give up 6.7% of portfolio value over 90 days. SJM 2125 15 MAR 32 is generating negative expected returns and assumes 0.9196% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 832696AU2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
832696AU2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 832696AU2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SJM 2125 15 MAR 32, and traders can use it to determine the average amount a 832696AU2'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 = -0.1231
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| Negative Returns | 832696AU2 |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 832696AU2 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 832696AU2 by adding 832696AU2 to a well-diversified portfolio.
About 832696AU2 Performance
By analyzing 832696AU2's fundamental ratios, stakeholders can gain valuable insights into 832696AU2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 832696AU2 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 832696AU2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SJM 2125 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 832696AU2 Bond
832696AU2 financial ratios help investors to determine whether 832696AU2 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 832696AU2 with respect to the benefits of owning 832696AU2 security.