ACACN 525 01 APR 29 Performance
| 00909DAA1 | 97.69 0.00 0.00% |
The entity owns a Beta (Systematic Risk) of -0.0275, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ACACN are expected to decrease at a much lower rate. During the bear market, ACACN is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ACACN 525 01 APR 29 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ACACN is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
ACACN |
ACACN Relative Risk vs. Return Landscape
If you would invest 9,938 in ACACN 525 01 APR 29 on December 26, 2024 and sell it today you would lose (169.00) from holding ACACN 525 01 APR 29 or give up 1.7% of portfolio value over 90 days. ACACN 525 01 APR 29 is generating negative expected returns and assumes 0.6957% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than ACACN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ACACN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACACN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ACACN 525 01 APR 29, and traders can use it to determine the average amount a ACACN'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 = -0.1264
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 00909DAA1 |
Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ACACN 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 ACACN by adding ACACN to a well-diversified portfolio.
About ACACN Performance
By analyzing ACACN's fundamental ratios, stakeholders can gain valuable insights into ACACN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ACACN 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 ACACN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ACACN 525 01 generated a negative expected return over the last 90 days |
Other Information on Investing in ACACN Bond
ACACN financial ratios help investors to determine whether ACACN 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 ACACN with respect to the benefits of owning ACACN security.