BIDU 2375 23 AUG 31 Performance
| 056752AU2 | 87.42 0.00 0.00% |
The bond shows a Beta (market volatility) of -0.0254, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 056752AU2 are expected to decrease at a much lower rate. During the bear market, 056752AU2 is likely to outperform the market.
Risk-Adjusted Performance
Strong
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in BIDU 2375 23 AUG 31 are ranked lower than 30 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 056752AU2 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
056752AU2 |
056752AU2 Relative Risk vs. Return Landscape
If you would invest 8,417 in BIDU 2375 23 AUG 31 on December 25, 2024 and sell it today you would earn a total of 325.00 from holding BIDU 2375 23 AUG 31 or generate 3.86% return on investment over 90 days. BIDU 2375 23 AUG 31 is generating 0.2008% of daily returns and assumes 0.5114% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than 056752AU2, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
056752AU2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 056752AU2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BIDU 2375 23 AUG 31, and traders can use it to determine the average amount a 056752AU2'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 = 0.3927
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Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.2 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.39 actual daily | 30 70% of assets perform better |
Based on monthly moving average 056752AU2 is performing at about 30% 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 056752AU2 by adding it to a well-diversified portfolio.
About 056752AU2 Performance
By analyzing 056752AU2's fundamental ratios, stakeholders can gain valuable insights into 056752AU2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 056752AU2 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 056752AU2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.