ELI LILLY AND Performance
| 532457BY3 | 65.14 10.01 18.16% |
The bond shows a Beta (market volatility) of -0.0311, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 532457BY3 are expected to decrease at a much lower rate. During the bear market, 532457BY3 is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in ELI LILLY AND are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, 532457BY3 may actually be approaching a critical reversion point that can send shares even higher in February 2025. ...more
| Yield To Maturity | 5.423 |
532457BY3 |
532457BY3 Relative Risk vs. Return Landscape
If you would invest 6,151 in ELI LILLY AND on October 12, 2024 and sell it today you would earn a total of 412.00 from holding ELI LILLY AND or generate 6.7% return on investment over 90 days. ELI LILLY AND is generating 0.1431% of daily returns and assumes 2.7085% volatility on return distribution over the 90 days horizon. Simply put, 24% of bonds are less volatile than 532457BY3, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
532457BY3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 532457BY3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ELI LILLY AND, and traders can use it to determine the average amount a 532457BY3'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 = 0.0528
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| Cash | Small Risk | 532457BY3 | High Risk | Huge Risk |
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Estimated Market Risk
| 2.71 actual daily | 24 76% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average 532457BY3 is performing at about 4% 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 532457BY3 by adding it to a well-diversified portfolio.
About 532457BY3 Performance
By analyzing 532457BY3's fundamental ratios, stakeholders can gain valuable insights into 532457BY3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 532457BY3 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 532457BY3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.