Elanco Animal Health Performance
| 28414HAG8 | 101.73 0.95 0.93% |
The bond shows a Beta (market volatility) of 0.0606, which means not very significant fluctuations relative to the market. As returns on the market increase, Elanco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Elanco is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Elanco Animal Health has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest conflicting 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 Elanco Animal Health investors. ...more
| Yield To Maturity | 7.408 |
Elanco |
Elanco Relative Risk vs. Return Landscape
If you would invest 10,387 in Elanco Animal Health on September 17, 2024 and sell it today you would lose (928.00) from holding Elanco Animal Health or give up 8.93% of portfolio value over 90 days. Elanco Animal Health is generating negative expected returns and assumes 0.9318% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than Elanco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Elanco Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Elanco's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Elanco Animal Health, and traders can use it to determine the average amount a Elanco'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 = -0.1571
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| Negative Returns | 28414HAG8 |
Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Elanco 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 Elanco by adding Elanco to a well-diversified portfolio.
About Elanco Performance
By analyzing Elanco's fundamental ratios, stakeholders can gain valuable insights into Elanco's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Elanco 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 Elanco has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Elanco Animal Health generated a negative expected return over the last 90 days |
Other Information on Investing in Elanco Bond
Elanco financial ratios help investors to determine whether Elanco 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 Elanco with respect to the benefits of owning Elanco security.