DTE 365 01 MAR 52 Performance
| 23338VAR7 | 75.83 1.56 2.10% |
The bond shows a Beta (market volatility) of -0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 23338VAR7 are expected to decrease at a much lower rate. During the bear market, 23338VAR7 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days DTE 365 01 MAR 52 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for DTE 365 01 MAR 52 investors. ...more
23338VAR7 |
23338VAR7 Relative Risk vs. Return Landscape
If you would invest 7,793 in DTE 365 01 MAR 52 on November 29, 2024 and sell it today you would lose (323.00) from holding DTE 365 01 MAR 52 or give up 4.14% of portfolio value over 90 days. DTE 365 01 MAR 52 is generating negative expected returns and assumes 1.0184% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than 23338VAR7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
23338VAR7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 23338VAR7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as DTE 365 01 MAR 52, and traders can use it to determine the average amount a 23338VAR7'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 = -0.1015
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 23338VAR7 |
Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 23338VAR7 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 23338VAR7 by adding 23338VAR7 to a well-diversified portfolio.
About 23338VAR7 Performance
By analyzing 23338VAR7's fundamental ratios, stakeholders can gain valuable insights into 23338VAR7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 23338VAR7 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 23338VAR7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| DTE 365 01 generated a negative expected return over the last 90 days |
Other Information on Investing in 23338VAR7 Bond
23338VAR7 financial ratios help investors to determine whether 23338VAR7 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 23338VAR7 with respect to the benefits of owning 23338VAR7 security.