ACTAVIS FDG SCS Performance
| 00507UAS0 | 98.65 0.00 0.00% |
The entity shows a Beta (market volatility) of -0.0769, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ACTAVIS are expected to decrease at a much lower rate. During the bear market, ACTAVIS is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ACTAVIS FDG SCS has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unsteady performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for ACTAVIS FDG SCS investors. ...more
| Yield To Maturity | 7.012 |
ACTAVIS |
ACTAVIS Relative Risk vs. Return Landscape
If you would invest 9,936 in ACTAVIS FDG SCS on December 25, 2024 and sell it today you would lose (373.00) from holding ACTAVIS FDG SCS or give up 3.75% of portfolio value over 90 days. ACTAVIS FDG SCS is generating negative expected returns and assumes 0.6676% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than ACTAVIS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ACTAVIS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACTAVIS's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ACTAVIS FDG SCS, and traders can use it to determine the average amount a ACTAVIS'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 = -0.2258
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 00507UAS0 |
Estimated Market Risk
| 0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ACTAVIS 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 ACTAVIS by adding ACTAVIS to a well-diversified portfolio.
About ACTAVIS Performance
By analyzing ACTAVIS's fundamental ratios, stakeholders can gain valuable insights into ACTAVIS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ACTAVIS 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 ACTAVIS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ACTAVIS FDG SCS generated a negative expected return over the last 90 days |
Other Information on Investing in ACTAVIS Bond
ACTAVIS financial ratios help investors to determine whether ACTAVIS 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 ACTAVIS with respect to the benefits of owning ACTAVIS security.