AER 385 29 OCT 41 Performance
| 00774MAZ8 | 76.49 2.80 3.53% |
The bond shows a Beta (market volatility) of -0.0605, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 00774MAZ8 are expected to decrease at a much lower rate. During the bear market, 00774MAZ8 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days AER 385 29 OCT 41 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 AER 385 29 OCT 41 investors. ...more
00774MAZ8 |
00774MAZ8 Relative Risk vs. Return Landscape
If you would invest 7,820 in AER 385 29 OCT 41 on December 25, 2024 and sell it today you would lose (592.00) from holding AER 385 29 OCT 41 or give up 7.57% of portfolio value over 90 days. AER 385 29 OCT 41 is generating negative expected returns and assumes 1.0395% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than 00774MAZ8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
00774MAZ8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00774MAZ8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AER 385 29 OCT 41, and traders can use it to determine the average amount a 00774MAZ8'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 = -0.1209
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| Negative Returns | 00774MAZ8 |
Estimated Market Risk
| 1.04 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 00774MAZ8 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 00774MAZ8 by adding 00774MAZ8 to a well-diversified portfolio.
About 00774MAZ8 Performance
By analyzing 00774MAZ8's fundamental ratios, stakeholders can gain valuable insights into 00774MAZ8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 00774MAZ8 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 00774MAZ8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| AER 385 29 generated a negative expected return over the last 90 days |
Other Information on Investing in 00774MAZ8 Bond
00774MAZ8 financial ratios help investors to determine whether 00774MAZ8 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 00774MAZ8 with respect to the benefits of owning 00774MAZ8 security.