US8426EPAD09 Performance
| 8426EPAD0 | 79.33 2.31 2.83% |
The bond owns a Beta (Systematic Risk) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 8426EPAD0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 8426EPAD0 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days US8426EPAD09 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Bond's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for US8426EPAD09 shareholders. ...more
8426EPAD0 |
8426EPAD0 Relative Risk vs. Return Landscape
If you would invest 8,398 in US8426EPAD09 on October 13, 2024 and sell it today you would lose (465.00) from holding US8426EPAD09 or give up 5.54% of portfolio value over 90 days. US8426EPAD09 is generating negative expected returns and assumes 0.6066% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than 8426EPAD0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
8426EPAD0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 8426EPAD0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US8426EPAD09, and traders can use it to determine the average amount a 8426EPAD0'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 = -0.1967
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| Negative Returns | 8426EPAD0 |
Estimated Market Risk
| 0.61 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 8426EPAD0 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 8426EPAD0 by adding 8426EPAD0 to a well-diversified portfolio.
About 8426EPAD0 Performance
By analyzing 8426EPAD0's fundamental ratios, stakeholders can gain valuable insights into 8426EPAD0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 8426EPAD0 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 8426EPAD0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US8426EPAD09 generated a negative expected return over the last 90 days |
Other Information on Investing in 8426EPAD0 Bond
8426EPAD0 financial ratios help investors to determine whether 8426EPAD0 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 8426EPAD0 with respect to the benefits of owning 8426EPAD0 security.