US23585WAA27 Performance
| 23585WAA2 | 100.25 0.80 0.79% |
The bond owns a Beta (Systematic Risk) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 23585WAA2 are expected to decrease at a much lower rate. During the bear market, 23585WAA2 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days US23585WAA27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for US23585WAA27 investors. ...more
| Yield To Maturity | 9.155 |
23585WAA2 |
23585WAA2 Relative Risk vs. Return Landscape
If you would invest 10,276 in US23585WAA27 on December 14, 2024 and sell it today you would lose (579.00) from holding US23585WAA27 or give up 5.63% of portfolio value over 90 days. US23585WAA27 is generating negative expected returns and assumes 0.6917% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than 23585WAA2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
23585WAA2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 23585WAA2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US23585WAA27, and traders can use it to determine the average amount a 23585WAA2'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 = -0.3068
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| Negative Returns | 23585WAA2 |
Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.31 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 23585WAA2 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 23585WAA2 by adding 23585WAA2 to a well-diversified portfolio.
About 23585WAA2 Performance
By analyzing 23585WAA2's fundamental ratios, stakeholders can gain valuable insights into 23585WAA2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 23585WAA2 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 23585WAA2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US23585WAA27 generated a negative expected return over the last 90 days | |
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Other Information on Investing in 23585WAA2 Bond
23585WAA2 financial ratios help investors to determine whether 23585WAA2 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 23585WAA2 with respect to the benefits of owning 23585WAA2 security.