CNO 175 07 OCT 26 Performance
| 18977W2A7 | 95.65 0.00 0.00% |
The bond shows a Beta (market volatility) of -0.0255, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 18977W2A7 are expected to decrease at a much lower rate. During the bear market, 18977W2A7 is likely to outperform the market.
Risk-Adjusted Performance
Excellent
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in CNO 175 07 OCT 26 are ranked lower than 54 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 18977W2A7 may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
18977W2A7 |
18977W2A7 Relative Risk vs. Return Landscape
If you would invest 9,432 in CNO 175 07 OCT 26 on December 14, 2024 and sell it today you would earn a total of 133.00 from holding CNO 175 07 OCT 26 or generate 1.41% return on investment over 90 days. CNO 175 07 OCT 26 is generating 0.1002% of daily returns and assumes 0.1453% volatility on return distribution over the 90 days horizon. Simply put, 1% of bonds are less volatile than 18977W2A7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
18977W2A7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 18977W2A7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CNO 175 07 OCT 26, and traders can use it to determine the average amount a 18977W2A7'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 = 0.6893
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| Cash | 18977W2A7 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.15 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.69 actual daily | 54 54% of assets perform worse |
Based on monthly moving average 18977W2A7 is performing at about 54% 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 18977W2A7 by adding it to a well-diversified portfolio.
About 18977W2A7 Performance
By analyzing 18977W2A7's fundamental ratios, stakeholders can gain valuable insights into 18977W2A7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 18977W2A7 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 18977W2A7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 18977W2A7 is showing solid risk-adjusted performance over 90 days |
Other Information on Investing in 18977W2A7 Bond
18977W2A7 financial ratios help investors to determine whether 18977W2A7 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 18977W2A7 with respect to the benefits of owning 18977W2A7 security.