ALLY 47 Performance
| 02005NBM1 | 93.48 0.10 0.11% |
The bond shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 02005NBM1 are expected to decrease at a much lower rate. During the bear market, 02005NBM1 is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in ALLY 47 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 02005NBM1 may actually be approaching a critical reversion point that can send shares even higher in February 2025. ...more
02005NBM1 |
02005NBM1 Relative Risk vs. Return Landscape
If you would invest 8,903 in ALLY 47 on October 4, 2024 and sell it today you would lose (493.00) from holding ALLY 47 or give up 5.54% of portfolio value over 90 days. ALLY 47 is generating 0.1512% of daily returns and assumes 7.1162% volatility on return distribution over the 90 days horizon. Simply put, 63% of bonds are less volatile than 02005NBM1, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
02005NBM1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 02005NBM1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ALLY 47, and traders can use it to determine the average amount a 02005NBM1'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 = 0.0212
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Estimated Market Risk
| 7.12 actual daily | 63 63% of assets are less volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average 02005NBM1 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 02005NBM1 by adding it to a well-diversified portfolio.
About 02005NBM1 Performance
By analyzing 02005NBM1's fundamental ratios, stakeholders can gain valuable insights into 02005NBM1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 02005NBM1 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 02005NBM1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 02005NBM1 had very high historical volatility over the last 90 days |
Other Information on Investing in 02005NBM1 Bond
02005NBM1 financial ratios help investors to determine whether 02005NBM1 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 02005NBM1 with respect to the benefits of owning 02005NBM1 security.