US43118DAA81 Performance
| 43118DAA8 | 94.43 4.07 4.13% |
The bond owns a Beta (Systematic Risk) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 43118DAA8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 43118DAA8 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days US43118DAA81 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 US43118DAA81 investors. ...more
| Yield To Maturity | 6.001 |
43118DAA8 |
43118DAA8 Relative Risk vs. Return Landscape
If you would invest 9,836 in US43118DAA81 on October 27, 2024 and sell it today you would lose (470.00) from holding US43118DAA81 or give up 4.78% of portfolio value over 90 days. US43118DAA81 is generating negative expected returns and assumes 2.3698% volatility on return distribution over the 90 days horizon. Simply put, 21% of bonds are less volatile than 43118DAA8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
43118DAA8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 43118DAA8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US43118DAA81, and traders can use it to determine the average amount a 43118DAA8'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 = -0.0597
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| Negative Returns | 43118DAA8 |
Estimated Market Risk
| 2.37 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 43118DAA8 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 43118DAA8 by adding 43118DAA8 to a well-diversified portfolio.
About 43118DAA8 Performance
By analyzing 43118DAA8's fundamental ratios, stakeholders can gain valuable insights into 43118DAA8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 43118DAA8 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 43118DAA8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US43118DAA81 generated a negative expected return over the last 90 days |
Other Information on Investing in 43118DAA8 Bond
43118DAA8 financial ratios help investors to determine whether 43118DAA8 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 43118DAA8 with respect to the benefits of owning 43118DAA8 security.