SAVE 8 20 SEP 25 Performance
| 84859BAB7 | 76.75 6.25 7.53% |
The entity shows a Beta (market volatility) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 84859BAB7's returns are expected to increase less than the market. However, during the bear market, the loss of holding 84859BAB7 is expected to be smaller as well.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in SAVE 8 20 SEP 25 are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 84859BAB7 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
84859BAB7 |
84859BAB7 Relative Risk vs. Return Landscape
If you would invest 4,600 in SAVE 8 20 SEP 25 on November 3, 2024 and sell it today you would earn a total of 3,075 from holding SAVE 8 20 SEP 25 or generate 66.85% return on investment over 90 days. SAVE 8 20 SEP 25 is generating 2.0133% of daily returns and assumes 8.591% volatility on return distribution over the 90 days horizon. Simply put, 76% of bonds are less volatile than 84859BAB7, and 60% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
84859BAB7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 84859BAB7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SAVE 8 20 SEP 25, and traders can use it to determine the average amount a 84859BAB7'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 = 0.2343
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Estimated Market Risk
| 8.59 actual daily | 76 76% of assets are less volatile |
Expected Return
| 2.01 actual daily | 40 60% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average 84859BAB7 is performing at about 18% of its full potential. 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 84859BAB7 by adding it to a well-diversified portfolio.
About 84859BAB7 Performance
By analyzing 84859BAB7's fundamental ratios, stakeholders can gain valuable insights into 84859BAB7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 84859BAB7 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 84859BAB7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SAVE 8 20 is way too risky over 90 days horizon | |
| SAVE 8 20 appears to be risky and price may revert if volatility continues |
Other Information on Investing in 84859BAB7 Bond
84859BAB7 financial ratios help investors to determine whether 84859BAB7 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 84859BAB7 with respect to the benefits of owning 84859BAB7 security.