STZ 5 02 FEB 26 Performance
| 21036PBN7 | 99.84 0.14 0.14% |
The bond shows a Beta (market volatility) of -0.0171, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 21036PBN7 are expected to decrease at a much lower rate. During the bear market, 21036PBN7 is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days STZ 5 02 FEB 26 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 21036PBN7 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
21036PBN7 |
21036PBN7 Relative Risk vs. Return Landscape
If you would invest 9,987 in STZ 5 02 FEB 26 on October 21, 2024 and sell it today you would lose (8.00) from holding STZ 5 02 FEB 26 or give up 0.08% of portfolio value over 90 days. STZ 5 02 FEB 26 is generating negative expected returns and assumes 0.1057% volatility on return distribution over the 90 days horizon. Simply put, 0% of bonds are less volatile than 21036PBN7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
21036PBN7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 21036PBN7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as STZ 5 02 FEB 26, and traders can use it to determine the average amount a 21036PBN7'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 = -0.0115
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| 21036PBN7 |
Based on monthly moving average 21036PBN7 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 21036PBN7 by adding 21036PBN7 to a well-diversified portfolio.
About 21036PBN7 Performance
By analyzing 21036PBN7's fundamental ratios, stakeholders can gain valuable insights into 21036PBN7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 21036PBN7 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 21036PBN7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 21036PBN7 generated a negative expected return over the last 90 days |
Other Information on Investing in 21036PBN7 Bond
21036PBN7 financial ratios help investors to determine whether 21036PBN7 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 21036PBN7 with respect to the benefits of owning 21036PBN7 security.