EMBARQ P 7995 Performance
| 29078EAA3 | 55.10 1.64 2.89% |
The bond owns a Beta (Systematic Risk) of 0.0459, which means not very significant fluctuations relative to the market. As returns on the market increase, EMBARQ's returns are expected to increase less than the market. However, during the bear market, the loss of holding EMBARQ is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days EMBARQ P 7995 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 January 2025. The current disturbance may also be a sign of long term up-swing for EMBARQ P 7995 investors. ...more
| Yield To Maturity | 7.166 |
EMBARQ |
EMBARQ Relative Risk vs. Return Landscape
If you would invest 4,645 in EMBARQ P 7995 on September 17, 2024 and sell it today you would lose (1,895) from holding EMBARQ P 7995 or give up 40.8% of portfolio value over 90 days. EMBARQ P 7995 is generating negative expected returns and assumes 6.8529% volatility on return distribution over the 90 days horizon. Simply put, 61% of bonds are less volatile than EMBARQ, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
EMBARQ Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EMBARQ's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as EMBARQ P 7995, and traders can use it to determine the average amount a EMBARQ'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 = -0.0718
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| Negative Returns | 29078EAA3 |
Estimated Market Risk
| 6.85 actual daily | 60 60% of assets are less volatile |
Expected Return
| -0.49 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EMBARQ 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 EMBARQ by adding EMBARQ to a well-diversified portfolio.
About EMBARQ Performance
By analyzing EMBARQ's fundamental ratios, stakeholders can gain valuable insights into EMBARQ's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if EMBARQ 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 EMBARQ has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| EMBARQ P 7995 generated a negative expected return over the last 90 days | |
| EMBARQ P 7995 has high historical volatility and very poor performance | |
| Latest headline from bbc.co.uk: East Bridgford A46 crash sees person in life-threatening condition |
Other Information on Investing in EMBARQ Bond
EMBARQ financial ratios help investors to determine whether EMBARQ 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 EMBARQ with respect to the benefits of owning EMBARQ security.