KEY 5 26 JAN 33 Performance
| 49327M3H5 | 81.37 16.10 16.52% |
The bond shows a Beta (market volatility) of 1.03, which signifies a somewhat significant risk relative to the market. 49327M3H5 returns are very sensitive to returns on the market. As the market goes up or down, 49327M3H5 is expected to follow.
Risk-Adjusted Performance
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Over the last 90 days KEY 5 26 JAN 33 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 KEY 5 26 JAN 33 investors. ...more
49327M3H5 |
49327M3H5 Relative Risk vs. Return Landscape
If you would invest 9,933 in KEY 5 26 JAN 33 on September 19, 2024 and sell it today you would lose (1,796) from holding KEY 5 26 JAN 33 or give up 18.08% of portfolio value over 90 days. KEY 5 26 JAN 33 is generating negative expected returns and assumes 2.2616% volatility on return distribution over the 90 days horizon. Simply put, 20% of bonds are less volatile than 49327M3H5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
49327M3H5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 49327M3H5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as KEY 5 26 JAN 33, and traders can use it to determine the average amount a 49327M3H5'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 = -0.1344
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| Negative Returns | 49327M3H5 |
Estimated Market Risk
| 2.26 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 49327M3H5 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 49327M3H5 by adding 49327M3H5 to a well-diversified portfolio.
About 49327M3H5 Performance
By analyzing 49327M3H5's fundamental ratios, stakeholders can gain valuable insights into 49327M3H5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 49327M3H5 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 49327M3H5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 49327M3H5 generated a negative expected return over the last 90 days | |
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Other Information on Investing in 49327M3H5 Bond
49327M3H5 financial ratios help investors to determine whether 49327M3H5 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 49327M3H5 with respect to the benefits of owning 49327M3H5 security.