WLK 3125 15 AUG 51 Performance
| 960413AZ5 | 60.53 2.75 4.35% |
The bond shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 960413AZ5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 960413AZ5 is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days WLK 3125 15 AUG 51 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak 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 WLK 3125 15 AUG 51 investors. ...more
960413AZ5 |
960413AZ5 Relative Risk vs. Return Landscape
If you would invest 6,410 in WLK 3125 15 AUG 51 on December 14, 2024 and sell it today you would lose (376.00) from holding WLK 3125 15 AUG 51 or give up 5.87% of portfolio value over 90 days. WLK 3125 15 AUG 51 is generating negative expected returns and assumes 1.3574% volatility on return distribution over the 90 days horizon. Simply put, 12% 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 |
| Risk |
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 = -0.117
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| Negative Returns | 960413AZ5 |
Estimated Market Risk
| 1.36 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 960413AZ5 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 960413AZ5 by adding 960413AZ5 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.
| WLK 3125 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 960413AZ5 Bond
960413AZ5 financial ratios help investors to determine whether 960413AZ5 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 960413AZ5 with respect to the benefits of owning 960413AZ5 security.