WLK 3375 15 AUG 61 Performance
| 960413BA9 | 60.91 0.39 0.64% |
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, 960413BA9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 960413BA9 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days WLK 3375 15 AUG 61 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 3375 15 AUG 61 investors. ...more
960413BA9 |
960413BA9 Relative Risk vs. Return Landscape
If you would invest 6,458 in WLK 3375 15 AUG 61 on August 27, 2024 and sell it today you would lose (367.00) from holding WLK 3375 15 AUG 61 or give up 5.68% of portfolio value over 90 days. WLK 3375 15 AUG 61 is generating negative expected returns and assumes 1.2461% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than 960413BA9, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
960413BA9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 960413BA9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as WLK 3375 15 AUG 61, and traders can use it to determine the average amount a 960413BA9'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 = -0.0897
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| Negative Returns | 960413BA9 |
Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 960413BA9 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 960413BA9 by adding 960413BA9 to a well-diversified portfolio.
About 960413BA9 Performance
By analyzing 960413BA9's fundamental ratios, stakeholders can gain valuable insights into 960413BA9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 960413BA9 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 960413BA9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| WLK 3375 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 960413BA9 Bond
960413BA9 financial ratios help investors to determine whether 960413BA9 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 960413BA9 with respect to the benefits of owning 960413BA9 security.