LUMN 45 15 JAN 29 Performance
| U1566PAD7 | 67.05 18.18 21.33% |
The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, U1566PAD7's returns are expected to increase less than the market. However, during the bear market, the loss of holding U1566PAD7 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days LUMN 45 15 JAN 29 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unfluctuating performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for LUMN 45 15 JAN 29 investors. ...more
U1566PAD7 |
U1566PAD7 Relative Risk vs. Return Landscape
If you would invest 6,800 in LUMN 45 15 JAN 29 on September 26, 2024 and sell it today you would lose (1,650) from holding LUMN 45 15 JAN 29 or give up 24.26% of portfolio value over 90 days. LUMN 45 15 JAN 29 is generating negative expected returns and assumes 5.7945% volatility on return distribution over the 90 days horizon. Simply put, 51% of bonds are less volatile than U1566PAD7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
U1566PAD7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for U1566PAD7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as LUMN 45 15 JAN 29, and traders can use it to determine the average amount a U1566PAD7'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 = -0.1123
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| Negative Returns | U1566PAD7 |
Estimated Market Risk
| 5.79 actual daily | 51 51% of assets are less volatile |
Expected Return
| -0.65 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average U1566PAD7 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 U1566PAD7 by adding U1566PAD7 to a well-diversified portfolio.
About U1566PAD7 Performance
By analyzing U1566PAD7's fundamental ratios, stakeholders can gain valuable insights into U1566PAD7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if U1566PAD7 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 U1566PAD7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| LUMN 45 15 generated a negative expected return over the last 90 days | |
| LUMN 45 15 has high historical volatility and very poor performance |
Other Information on Investing in U1566PAD7 Bond
U1566PAD7 financial ratios help investors to determine whether U1566PAD7 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 U1566PAD7 with respect to the benefits of owning U1566PAD7 security.