Allison Transmission 475 Performance
| 019736AE7 | 98.75 1.38 1.42% |
The bond shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Allison are expected to decrease at a much lower rate. During the bear market, Allison is likely to outperform the market.
Risk-Adjusted Performance
1 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Allison Transmission 475 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Allison is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
Allison |
Allison Relative Risk vs. Return Landscape
If you would invest 9,848 in Allison Transmission 475 on September 20, 2024 and sell it today you would earn a total of 27.00 from holding Allison Transmission 475 or generate 0.27% return on investment over 90 days. Allison Transmission 475 is generating 0.006% of daily returns and assumes 0.3581% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than Allison, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Allison Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allison's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Allison Transmission 475, and traders can use it to determine the average amount a Allison'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 = 0.0167
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 019736AE7 |
Estimated Market Risk
| 0.36 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Allison is performing at about 1% 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 Allison by adding it to a well-diversified portfolio.
About Allison Performance
By analyzing Allison's fundamental ratios, stakeholders can gain valuable insights into Allison's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Allison 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 Allison has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.