AEP 5625 01 MAR 33 Performance
| 025537AX9 | 102.95 1.28 1.26% |
The bond shows a Beta (market volatility) of -0.0319, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 025537AX9 are expected to decrease at a much lower rate. During the bear market, 025537AX9 is likely to outperform the market.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in AEP 5625 01 MAR 33 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 025537AX9 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
025537AX9 |
025537AX9 Relative Risk vs. Return Landscape
If you would invest 10,209 in AEP 5625 01 MAR 33 on December 17, 2024 and sell it today you would earn a total of 60.00 from holding AEP 5625 01 MAR 33 or generate 0.59% return on investment over 90 days. AEP 5625 01 MAR 33 is generating 0.0107% of daily returns and assumes 0.5051% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than 025537AX9, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
025537AX9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 025537AX9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AEP 5625 01 MAR 33, and traders can use it to determine the average amount a 025537AX9'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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| Negative Returns | 025537AX9 |
Estimated Market Risk
| 0.51 actual daily | 4 96% 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 025537AX9 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 025537AX9 by adding it to a well-diversified portfolio.
About 025537AX9 Performance
By analyzing 025537AX9's fundamental ratios, stakeholders can gain valuable insights into 025537AX9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 025537AX9 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 025537AX9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.