CSX P 44 Performance
| 126408GX5 | 88.12 0.40 0.46% |
The bond shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 126408GX5 are expected to decrease at a much lower rate. During the bear market, 126408GX5 is likely to outperform the market.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in CSX P 44 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 126408GX5 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 3.166 |
126408GX5 |
126408GX5 Relative Risk vs. Return Landscape
If you would invest 8,720 in CSX P 44 on December 14, 2024 and sell it today you would earn a total of 92.00 from holding CSX P 44 or generate 1.06% return on investment over 90 days. CSX P 44 is generating 0.0622% of daily returns and assumes 1.2109% volatility on return distribution over the 90 days horizon. Simply put, 10% of bonds are less volatile than 126408GX5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
126408GX5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 126408GX5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CSX P 44, and traders can use it to determine the average amount a 126408GX5'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 = 0.0514
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Estimated Market Risk
| 1.21 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average 126408GX5 is performing at about 4% 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 126408GX5 by adding it to a well-diversified portfolio.
About 126408GX5 Performance
By analyzing 126408GX5's fundamental ratios, stakeholders can gain valuable insights into 126408GX5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 126408GX5 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 126408GX5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.