AAL 4 15 JUL 25 Performance
| 023772AB2 | 98.99 5.36 5.72% |
The entity shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 023772AB2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 023772AB2 is expected to be smaller as well.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in AAL 4 15 JUL 25 are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 023772AB2 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
023772AB2 |
023772AB2 Relative Risk vs. Return Landscape
If you would invest 9,797 in AAL 4 15 JUL 25 on December 25, 2024 and sell it today you would earn a total of 102.00 from holding AAL 4 15 JUL 25 or generate 1.04% return on investment over 90 days. AAL 4 15 JUL 25 is generating 0.0661% of daily returns and assumes 1.8717% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than 023772AB2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
023772AB2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 023772AB2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AAL 4 15 JUL 25, and traders can use it to determine the average amount a 023772AB2'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 = 0.0353
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| Cash | Small Risk | 023772AB2 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.07 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 023772AB2 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 023772AB2 by adding it to a well-diversified portfolio.
About 023772AB2 Performance
By analyzing 023772AB2's fundamental ratios, stakeholders can gain valuable insights into 023772AB2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 023772AB2 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 023772AB2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.