BCP 325 30 SEP 31 Performance
| 05971V2D6 | 91.80 4.96 5.13% |
The entity shows a Beta (market volatility) of -0.0229, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 05971V2D6 are expected to decrease at a much lower rate. During the bear market, 05971V2D6 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days BCP 325 30 SEP 31 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 05971V2D6 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
05971V2D6 |
05971V2D6 Relative Risk vs. Return Landscape
If you would invest 9,520 in BCP 325 30 SEP 31 on December 14, 2024 and sell it today you would lose (152.00) from holding BCP 325 30 SEP 31 or give up 1.6% of portfolio value over 90 days. BCP 325 30 SEP 31 is generating negative expected returns and assumes 1.0162% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than 05971V2D6, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
05971V2D6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05971V2D6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BCP 325 30 SEP 31, and traders can use it to determine the average amount a 05971V2D6'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 = -0.0336
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| Negative Returns | 05971V2D6 |
Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 05971V2D6 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 05971V2D6 by adding 05971V2D6 to a well-diversified portfolio.
About 05971V2D6 Performance
By analyzing 05971V2D6's fundamental ratios, stakeholders can gain valuable insights into 05971V2D6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 05971V2D6 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 05971V2D6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BCP 325 30 generated a negative expected return over the last 90 days |
Other Information on Investing in 05971V2D6 Bond
05971V2D6 financial ratios help investors to determine whether 05971V2D6 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 05971V2D6 with respect to the benefits of owning 05971V2D6 security.