STATE STR P Performance
| 857477AW3 | 98.12 0.49 0.50% |
The entity owns a Beta (Systematic Risk) of 0.0272, which indicates not very significant fluctuations relative to the market. As returns on the market increase, STATE's returns are expected to increase less than the market. However, during the bear market, the loss of holding STATE is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in STATE STR P are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, STATE is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 5.481 |
STATE |
STATE Relative Risk vs. Return Landscape
If you would invest 9,775 in STATE STR P on November 28, 2024 and sell it today you would earn a total of 37.00 from holding STATE STR P or generate 0.38% return on investment over 90 days. STATE STR P is generating 0.0072% of daily returns and assumes 0.2701% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than STATE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
STATE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for STATE's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as STATE STR P, and traders can use it to determine the average amount a STATE'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 = 0.0268
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 857477AW3 |
Estimated Market Risk
| 0.27 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average STATE is performing at about 2% 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 STATE by adding it to a well-diversified portfolio.
About STATE Performance
By analyzing STATE's fundamental ratios, stakeholders can gain valuable insights into STATE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if STATE 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 STATE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.