WLK 3125 15 AUG 51 Performance
| 960413AZ5 | 65.05 3.12 5.04% |
The bond shows a Beta (market volatility) of -0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 960413AZ5 are expected to decrease at a much lower rate. During the bear market, 960413AZ5 is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in WLK 3125 15 AUG 51 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 960413AZ5 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
960413AZ5 |
960413AZ5 Relative Risk vs. Return Landscape
If you would invest 6,346 in WLK 3125 15 AUG 51 on November 1, 2024 and sell it today you would earn a total of 159.00 from holding WLK 3125 15 AUG 51 or generate 2.51% return on investment over 90 days. WLK 3125 15 AUG 51 is generating 0.0795% of daily returns and assumes 1.4949% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than 960413AZ5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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960413AZ5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 960413AZ5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as WLK 3125 15 AUG 51, and traders can use it to determine the average amount a 960413AZ5'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 = 0.0532
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| Cash | Small Risk | 960413AZ5 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.49 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average 960413AZ5 is performing at about 4% 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 960413AZ5 by adding it to a well-diversified portfolio.
About 960413AZ5 Performance
By analyzing 960413AZ5's fundamental ratios, stakeholders can gain valuable insights into 960413AZ5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 960413AZ5 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 960413AZ5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.