AMT 365 15 MAR 27 Performance
| 03027XBV1 | 95.92 1.61 1.65% |
The bond shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 03027XBV1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 03027XBV1 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days AMT 365 15 MAR 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 03027XBV1 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
03027XBV1 |
03027XBV1 Relative Risk vs. Return Landscape
If you would invest 9,782 in AMT 365 15 MAR 27 on October 10, 2024 and sell it today you would lose (302.00) from holding AMT 365 15 MAR 27 or give up 3.09% of portfolio value over 90 days. AMT 365 15 MAR 27 is generating negative expected returns and assumes 0.2913% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than 03027XBV1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
03027XBV1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 03027XBV1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AMT 365 15 MAR 27, and traders can use it to determine the average amount a 03027XBV1'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 = -0.1779
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| Negative Returns | 03027XBV1 |
Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 03027XBV1 is not performing at its full potential. However, 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 03027XBV1 by adding 03027XBV1 to a well-diversified portfolio.
About 03027XBV1 Performance
By analyzing 03027XBV1's fundamental ratios, stakeholders can gain valuable insights into 03027XBV1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 03027XBV1 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 03027XBV1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| AMT 365 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 03027XBV1 Bond
03027XBV1 financial ratios help investors to determine whether 03027XBV1 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 03027XBV1 with respect to the benefits of owning 03027XBV1 security.