US75513ECJ82 Performance
| 75513ECJ8 | 91.15 3.75 4.29% |
The bond owns a Beta (Systematic Risk) of -0.0846, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 75513ECJ8 are expected to decrease at a much lower rate. During the bear market, 75513ECJ8 is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days US75513ECJ82 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 75513ECJ8 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
75513ECJ8 |
75513ECJ8 Relative Risk vs. Return Landscape
If you would invest 9,334 in US75513ECJ82 on October 11, 2024 and sell it today you would lose (219.00) from holding US75513ECJ82 or give up 2.35% of portfolio value over 90 days. US75513ECJ82 is generating negative expected returns and assumes 1.3936% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than 75513ECJ8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
75513ECJ8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 75513ECJ8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US75513ECJ82, and traders can use it to determine the average amount a 75513ECJ8'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 = -0.0393
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 75513ECJ8 |
Estimated Market Risk
| 1.39 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 75513ECJ8 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 75513ECJ8 by adding 75513ECJ8 to a well-diversified portfolio.
About 75513ECJ8 Performance
By analyzing 75513ECJ8's fundamental ratios, stakeholders can gain valuable insights into 75513ECJ8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 75513ECJ8 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 75513ECJ8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US75513ECJ82 generated a negative expected return over the last 90 days |
Other Information on Investing in 75513ECJ8 Bond
75513ECJ8 financial ratios help investors to determine whether 75513ECJ8 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 75513ECJ8 with respect to the benefits of owning 75513ECJ8 security.