NSC 29 25 AUG 51 Performance
| 655844CL0 | 63.65 1.76 2.84% |
The bond owns a Beta (Systematic Risk) of 0.0558, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 655844CL0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 655844CL0 is expected to be smaller as well.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in NSC 29 25 AUG 51 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat inconsistent basic indicators, 655844CL0 may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
655844CL0 |
655844CL0 Relative Risk vs. Return Landscape
If you would invest 6,738 in NSC 29 25 AUG 51 on September 24, 2024 and sell it today you would earn a total of 262.00 from holding NSC 29 25 AUG 51 or generate 3.89% return on investment over 90 days. NSC 29 25 AUG 51 is generating 0.1213% of daily returns and assumes 2.1074% volatility on return distribution over the 90 days horizon. Simply put, 18% of bonds are less volatile than 655844CL0, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
655844CL0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 655844CL0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NSC 29 25 AUG 51, and traders can use it to determine the average amount a 655844CL0'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 = 0.0576
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| Cash | Small Risk | 655844CL0 | High Risk | Huge Risk |
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Estimated Market Risk
| 2.11 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average 655844CL0 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 655844CL0 by adding it to a well-diversified portfolio.
About 655844CL0 Performance
By analyzing 655844CL0's fundamental ratios, stakeholders can gain valuable insights into 655844CL0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 655844CL0 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 655844CL0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Latest headline from news.google.com: Skillful Craftsman Approves Executive Compensation for 2024-2025 - TipRanks |
Other Information on Investing in 655844CL0 Bond
655844CL0 financial ratios help investors to determine whether 655844CL0 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 655844CL0 with respect to the benefits of owning 655844CL0 security.