Allison Transmission 5875 Performance
| 019736AF4 | 98.88 0.25 0.25% |
The bond shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Allison's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allison is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Allison Transmission 5875 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Allison is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Allison |
Allison Relative Risk vs. Return Landscape
If you would invest 10,079 in Allison Transmission 5875 on September 30, 2024 and sell it today you would lose (191.00) from holding Allison Transmission 5875 or give up 1.9% of portfolio value over 90 days. Allison Transmission 5875 is generating negative expected returns and assumes 0.304% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than Allison, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Allison Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allison's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Allison Transmission 5875, and traders can use it to determine the average amount a Allison'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 = -0.1089
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| Negative Returns | 019736AF4 |
Estimated Market Risk
| 0.3 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 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 Allison 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 Allison by adding Allison to a well-diversified portfolio.
About Allison Performance
By analyzing Allison's fundamental ratios, stakeholders can gain valuable insights into Allison's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Allison 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 Allison has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Allison generated a negative expected return over the last 90 days |
Other Information on Investing in Allison Bond
Allison financial ratios help investors to determine whether Allison 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 Allison with respect to the benefits of owning Allison security.