AAP 595 09 MAR 28 Performance

00751YAJ5   100.71  0.49  0.49%   
The entity shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 00751YAJ5 are expected to decrease at a much lower rate. During the bear market, 00751YAJ5 is likely to outperform the market.

Risk-Adjusted Performance

Very Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in AAP 595 09 MAR 28 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 00751YAJ5 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
  

00751YAJ5 Relative Risk vs. Return Landscape

If you would invest  10,102  in AAP 595 09 MAR 28 on December 1, 2024 and sell it today you would earn a total of  253.00  from holding AAP 595 09 MAR 28 or generate 2.5% return on investment over 90 days. AAP 595 09 MAR 28 is generating 0.0431% of daily returns and assumes 0.8139% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 00751YAJ5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon 00751YAJ5 is expected to generate 1.08 times more return on investment than the market. However, the company is 1.08 times more volatile than its market benchmark. It trades about 0.05 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of risk.

00751YAJ5 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for 00751YAJ5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AAP 595 09 MAR 28, and traders can use it to determine the average amount a 00751YAJ5'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 = 0.053

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative Returns00751YAJ5

Estimated Market Risk

 0.81
  actual daily
7
93% of assets are more volatile

Expected Return

 0.04
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.05
  actual daily
4
96% of assets perform better
Based on monthly moving average 00751YAJ5 is performing at about 4% 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 00751YAJ5 by adding it to a well-diversified portfolio.

About 00751YAJ5 Performance

By analyzing 00751YAJ5's fundamental ratios, stakeholders can gain valuable insights into 00751YAJ5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 00751YAJ5 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 00751YAJ5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.