US48305QAB95 Performance
| 48305QAB9 | 99.55 7.30 7.91% |
The bond owns a Beta (Systematic Risk) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 48305QAB9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 48305QAB9 is expected to be smaller as well.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in US48305QAB95 are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat fragile basic indicators, 48305QAB9 may actually be approaching a critical reversion point that can send shares even higher in February 2025. ...more
48305QAB9 |
48305QAB9 Relative Risk vs. Return Landscape
If you would invest 9,490 in US48305QAB95 on October 26, 2024 and sell it today you would earn a total of 465.00 from holding US48305QAB95 or generate 4.9% return on investment over 90 days. US48305QAB95 is generating 0.1753% of daily returns and assumes 2.1108% volatility on return distribution over the 90 days horizon. Simply put, 18% of bonds are less volatile than 48305QAB9, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
48305QAB9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 48305QAB9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US48305QAB95, and traders can use it to determine the average amount a 48305QAB9'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 = 0.0831
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Estimated Market Risk
| 2.11 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average 48305QAB9 is performing at about 6% of its full potential. 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 48305QAB9 by adding it to a well-diversified portfolio.
About 48305QAB9 Performance
By analyzing 48305QAB9's fundamental ratios, stakeholders can gain valuable insights into 48305QAB9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 48305QAB9 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 48305QAB9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.