ANZNZ 125 22 JUN 26 Performance

00182EBN8   95.52  0.00  0.00%   
The bond shows a Beta (market volatility) of -0.0172, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ANZNZ are expected to decrease at a much lower rate. During the bear market, ANZNZ is likely to outperform the market.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in ANZNZ 125 22 JUN 26 are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, ANZNZ is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
JavaScript chart by amCharts 3.21.15AugSepOctNovDec2025 -4-3-2-1012
JavaScript chart by amCharts 3.21.15ANZNZ 125 22 ANZNZ 125 22 Dividend Benchmark Dow Jones Industrial
  

ANZNZ Relative Risk vs. Return Landscape

If you would invest  9,476  in ANZNZ 125 22 JUN 26 on November 16, 2024 and sell it today you would earn a total of  76.00  from holding ANZNZ 125 22 JUN 26 or generate 0.8% return on investment over 90 days. ANZNZ 125 22 JUN 26 is generating 0.0382% of daily returns and assumes 0.1639% volatility on return distribution over the 90 days horizon. Simply put, 1% of bonds are less volatile than ANZNZ, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
JavaScript chart by amCharts 3.21.15CashMarket00182EBN8 0.00.10.20.30.40.50.60.70.8 -0.04-0.020.000.020.040.06
       Risk  
Assuming the 90 days trading horizon ANZNZ is expected to generate 1.38 times less return on investment than the market. But when comparing it to its historical volatility, the company is 4.41 times less risky than the market. It trades about 0.23 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 of returns per unit of risk over similar time horizon.

ANZNZ Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for ANZNZ's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ANZNZ 125 22 JUN 26, and traders can use it to determine the average amount a ANZNZ'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 = 0.2328

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Estimated Market Risk

 0.16
  actual daily
1
99% of assets are more volatile

Expected Return

 0.04
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.23
  actual daily
18
82% of assets perform better
Based on monthly moving average ANZNZ is performing at about 18% 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 ANZNZ by adding it to a well-diversified portfolio.

About ANZNZ Performance

By analyzing ANZNZ's fundamental ratios, stakeholders can gain valuable insights into ANZNZ's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ANZNZ 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 ANZNZ has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.