HBAN 445 Performance
| 446150AV6 | 79.95 16.05 16.72% |
The entity owns a Beta (Systematic Risk) of 0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 446150AV6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 446150AV6 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days HBAN 445 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unsteady 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 HBAN 445 investors. ...more
446150AV6 |
446150AV6 Relative Risk vs. Return Landscape
If you would invest 9,750 in HBAN 445 on September 20, 2024 and sell it today you would lose (1,755) from holding HBAN 445 or give up 18.0% of portfolio value over 90 days. HBAN 445 is generating negative expected returns and assumes 2.4401% volatility on return distribution over the 90 days horizon. Simply put, 21% of bonds are less volatile than 446150AV6, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
446150AV6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 446150AV6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HBAN 445, and traders can use it to determine the average amount a 446150AV6'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 = -0.1199
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| Negative Returns | 446150AV6 |
Estimated Market Risk
| 2.44 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.29 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 446150AV6 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 446150AV6 by adding 446150AV6 to a well-diversified portfolio.
About 446150AV6 Performance
By analyzing 446150AV6's fundamental ratios, stakeholders can gain valuable insights into 446150AV6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 446150AV6 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 446150AV6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 446150AV6 generated a negative expected return over the last 90 days |
Other Information on Investing in 446150AV6 Bond
446150AV6 financial ratios help investors to determine whether 446150AV6 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 446150AV6 with respect to the benefits of owning 446150AV6 security.