ALTRIA GROUP INC Performance
| 02209SBP7 | 68.23 1.27 1.83% |
The bond shows a Beta (market volatility) of -1.0, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning ALTRIA are expected to decrease slowly. On the other hand, during market turmoil, ALTRIA is expected to outperform it slightly.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in ALTRIA GROUP INC are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, ALTRIA is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
ALTRIA |
ALTRIA Relative Risk vs. Return Landscape
If you would invest 7,262 in ALTRIA GROUP INC on October 22, 2024 and sell it today you would earn a total of 221.00 from holding ALTRIA GROUP INC or generate 3.04% return on investment over 90 days. ALTRIA GROUP INC is generating 0.06% of daily returns and assumes 1.614% volatility on return distribution over the 90 days horizon. Simply put, 14% of bonds are less volatile than ALTRIA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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ALTRIA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALTRIA's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ALTRIA GROUP INC, and traders can use it to determine the average amount a ALTRIA'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 = 0.0372
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| Cash | Small Risk | 02209SBP7 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.61 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average ALTRIA is performing at about 2% 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 ALTRIA by adding it to a well-diversified portfolio.
About ALTRIA Performance
By analyzing ALTRIA's fundamental ratios, stakeholders can gain valuable insights into ALTRIA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ALTRIA 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 ALTRIA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.