PGR 37 15 MAR 52 Performance
| 743315BA0 | 75.72 0.72 0.96% |
The bond shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 743315BA0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 743315BA0 is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in PGR 37 15 MAR 52 are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unsteady basic indicators, 743315BA0 may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
743315BA0 |
743315BA0 Relative Risk vs. Return Landscape
If you would invest 7,425 in PGR 37 15 MAR 52 on December 21, 2024 and sell it today you would earn a total of 460.00 from holding PGR 37 15 MAR 52 or generate 6.2% return on investment over 90 days. PGR 37 15 MAR 52 is generating 0.1329% of daily returns and assumes 1.007% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 743315BA0, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
743315BA0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 743315BA0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PGR 37 15 MAR 52, and traders can use it to determine the average amount a 743315BA0'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 = 0.132
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | 743315BA0 | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.01 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average 743315BA0 is performing at about 10% 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 743315BA0 by adding it to a well-diversified portfolio.
About 743315BA0 Performance
By analyzing 743315BA0's fundamental ratios, stakeholders can gain valuable insights into 743315BA0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 743315BA0 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 743315BA0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.