SOUTHERN CALIF EDISON Performance

842400FZ1   88.90  2.44  2.67%   
The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SOUTHERN are expected to decrease at a much lower rate. During the bear market, SOUTHERN is likely to outperform the market.

Risk-Adjusted Performance

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Over the last 90 days SOUTHERN CALIF EDISON has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain 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 SOUTHERN CALIF EDISON investors. ...more
Yield To Maturity6.326
  

SOUTHERN Relative Risk vs. Return Landscape

If you would invest  9,544  in SOUTHERN CALIF EDISON on September 12, 2024 and sell it today you would lose (654.00) from holding SOUTHERN CALIF EDISON or give up 6.85% of portfolio value over 90 days. SOUTHERN CALIF EDISON is generating negative expected returns and assumes 1.061% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than SOUTHERN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon SOUTHERN is expected to under-perform the market. In addition to that, the company is 1.44 times more volatile than its market benchmark. It trades about -0.13 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.16 per unit of volatility.

SOUTHERN Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for SOUTHERN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SOUTHERN CALIF EDISON, and traders can use it to determine the average amount a SOUTHERN'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 = -0.1312

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Estimated Market Risk

 1.06
  actual daily
9
91% of assets are more volatile

Expected Return

 -0.14
  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 SOUTHERN 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 SOUTHERN by adding SOUTHERN to a well-diversified portfolio.

About SOUTHERN Performance

By analyzing SOUTHERN's fundamental ratios, stakeholders can gain valuable insights into SOUTHERN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SOUTHERN 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 SOUTHERN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
SOUTHERN generated a negative expected return over the last 90 days

Other Information on Investing in SOUTHERN Bond

SOUTHERN financial ratios help investors to determine whether SOUTHERN 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 SOUTHERN with respect to the benefits of owning SOUTHERN security.