STANLN 2678 29 JUN 32 Performance
| 853254CC2 | 79.35 5.25 6.21% |
The entity owns a Beta (Systematic Risk) of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STANLN's returns are expected to increase less than the market. However, during the bear market, the loss of holding STANLN is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days STANLN 2678 29 JUN 32 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in March 2025. The current disturbance may also be a sign of long term up-swing for STANLN 2678 29 JUN 32 investors. ...more
STANLN |
STANLN Relative Risk vs. Return Landscape
If you would invest 8,505 in STANLN 2678 29 JUN 32 on November 2, 2024 and sell it today you would lose (570.00) from holding STANLN 2678 29 JUN 32 or give up 6.7% of portfolio value over 90 days. STANLN 2678 29 JUN 32 is generating negative expected returns and assumes 1.2806% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than STANLN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
STANLN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for STANLN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as STANLN 2678 29 JUN 32, and traders can use it to determine the average amount a STANLN'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 = -0.1868
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 853254CC2 |
Estimated Market Risk
| 1.28 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average STANLN 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 STANLN by adding STANLN to a well-diversified portfolio.
About STANLN Performance
By analyzing STANLN's fundamental ratios, stakeholders can gain valuable insights into STANLN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if STANLN 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 STANLN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| STANLN 2678 29 generated a negative expected return over the last 90 days |
Other Information on Investing in STANLN Bond
STANLN financial ratios help investors to determine whether STANLN 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 STANLN with respect to the benefits of owning STANLN security.