LLY 4875 27 FEB 53 Performance
| 532457CG1 | 102.26 11.03 12.09% |
The bond shows a Beta (market volatility) of -0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 532457CG1 are expected to decrease at a much lower rate. During the bear market, 532457CG1 is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Over the last 90 days LLY 4875 27 FEB 53 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 532457CG1 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
532457CG1 |
532457CG1 Relative Risk vs. Return Landscape
If you would invest 10,116 in LLY 4875 27 FEB 53 on September 24, 2024 and sell it today you would lose (197.00) from holding LLY 4875 27 FEB 53 or give up 1.95% of portfolio value over 90 days. LLY 4875 27 FEB 53 is generating negative expected returns and assumes 1.8269% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than 532457CG1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
532457CG1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 532457CG1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as LLY 4875 27 FEB 53, and traders can use it to determine the average amount a 532457CG1'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 = -0.0088
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| Negative Returns | 532457CG1 |
Estimated Market Risk
| 1.83 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 532457CG1 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 532457CG1 by adding 532457CG1 to a well-diversified portfolio.
About 532457CG1 Performance
By analyzing 532457CG1's fundamental ratios, stakeholders can gain valuable insights into 532457CG1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 532457CG1 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 532457CG1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| LLY 4875 27 generated a negative expected return over the last 90 days |
Other Information on Investing in 532457CG1 Bond
532457CG1 financial ratios help investors to determine whether 532457CG1 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 532457CG1 with respect to the benefits of owning 532457CG1 security.