HCA 75 percent Performance
| 197677AH0 | 115.67 1.79 1.57% |
The entity owns a Beta (Systematic Risk) of -0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 197677AH0 are expected to decrease at a much lower rate. During the bear market, 197677AH0 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days HCA 75 percent has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 197677AH0 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
197677AH0 |
197677AH0 Relative Risk vs. Return Landscape
If you would invest 11,699 in HCA 75 percent on September 4, 2024 and sell it today you would lose (132.00) from holding HCA 75 percent or give up 1.13% of portfolio value over 90 days. HCA 75 percent is generating 0.0111% of daily returns and assumes 2.48% volatility on return distribution over the 90 days horizon. Simply put, 22% of bonds are less volatile than 197677AH0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
197677AH0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 197677AH0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HCA 75 percent, and traders can use it to determine the average amount a 197677AH0'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 = 0.0045
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| Negative Returns | 197677AH0 |
Estimated Market Risk
| 2.48 actual daily | 22 78% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 197677AH0 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 197677AH0 by adding 197677AH0 to a well-diversified portfolio.
About 197677AH0 Performance
By analyzing 197677AH0's fundamental ratios, stakeholders can gain valuable insights into 197677AH0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 197677AH0 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 197677AH0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.