Bausch Health Companies Performance
| 071734AK3 | 64.04 2.04 3.29% |
The bond shows a Beta (market volatility) of -0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bausch are expected to decrease at a much lower rate. During the bear market, Bausch is likely to outperform the market.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Bausch Health Companies are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, Bausch may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Yield To Maturity | 24.368 |
Bausch |
Bausch Relative Risk vs. Return Landscape
If you would invest 6,075 in Bausch Health Companies on September 24, 2024 and sell it today you would earn a total of 329.00 from holding Bausch Health Companies or generate 5.42% return on investment over 90 days. Bausch Health Companies is generating 0.1143% of daily returns and assumes 1.4904% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than Bausch, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Bausch Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bausch's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Bausch Health Companies, and traders can use it to determine the average amount a Bausch'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 = 0.0767
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| Cash | Small Risk | 071734AK3 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.49 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Bausch is performing at about 6% 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 Bausch by adding it to a well-diversified portfolio.
About Bausch Performance
By analyzing Bausch's fundamental ratios, stakeholders can gain valuable insights into Bausch's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Bausch 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 Bausch has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.