SR 33 01 JUN 51 Performance
| 84859DAA5 | 72.87 3.77 5.46% |
The bond owns a Beta (Systematic Risk) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 84859DAA5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 84859DAA5 is expected to be smaller as well.
Risk-Adjusted Performance
OK
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Compared to the overall equity markets, risk-adjusted returns on investments in SR 33 01 JUN 51 are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 84859DAA5 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
84859DAA5 |
84859DAA5 Relative Risk vs. Return Landscape
If you would invest 6,755 in SR 33 01 JUN 51 on December 20, 2024 and sell it today you would earn a total of 173.00 from holding SR 33 01 JUN 51 or generate 2.56% return on investment over 90 days. SR 33 01 JUN 51 is generating 0.2667% of daily returns and assumes 2.8404% volatility on return distribution over the 90 days horizon. Simply put, 25% of bonds are less volatile than 84859DAA5, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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84859DAA5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 84859DAA5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SR 33 01 JUN 51, and traders can use it to determine the average amount a 84859DAA5'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 = 0.0939
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Estimated Market Risk
| 2.84 actual daily | 25 75% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average 84859DAA5 is performing at about 7% 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 84859DAA5 by adding it to a well-diversified portfolio.
About 84859DAA5 Performance
By analyzing 84859DAA5's fundamental ratios, stakeholders can gain valuable insights into 84859DAA5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 84859DAA5 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 84859DAA5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.