UBS 1364 30 JAN 27 Performance
| 902613AC2 | 91.86 5.45 5.60% |
The entity shows a Beta (market volatility) of -0.0388, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 902613AC2 are expected to decrease at a much lower rate. During the bear market, 902613AC2 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days UBS 1364 30 JAN 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 902613AC2 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
902613AC2 |
902613AC2 Relative Risk vs. Return Landscape
If you would invest 9,625 in UBS 1364 30 JAN 27 on January 5, 2025 and sell it today you would lose (439.00) from holding UBS 1364 30 JAN 27 or give up 4.56% of portfolio value over 90 days. UBS 1364 30 JAN 27 is generating negative expected returns and assumes 0.7886% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 902613AC2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
902613AC2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 902613AC2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as UBS 1364 30 JAN 27, and traders can use it to determine the average amount a 902613AC2'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 = -0.112
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| Negative Returns | 902613AC2 |
Estimated Market Risk
| 0.79 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 902613AC2 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 902613AC2 by adding 902613AC2 to a well-diversified portfolio.
About 902613AC2 Performance
By analyzing 902613AC2's fundamental ratios, stakeholders can gain valuable insights into 902613AC2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 902613AC2 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 902613AC2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| UBS 1364 30 generated a negative expected return over the last 90 days |
Other Information on Investing in 902613AC2 Bond
902613AC2 financial ratios help investors to determine whether 902613AC2 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 902613AC2 with respect to the benefits of owning 902613AC2 security.