BBVASM 6138 14 SEP 28 Performance
| 05946KAL5 | 100.01 2.92 2.84% |
The entity shows a Beta (market volatility) of 0.051, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BBVASM's returns are expected to increase less than the market. However, during the bear market, the loss of holding BBVASM is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days BBVASM 6138 14 SEP 28 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, BBVASM is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
BBVASM |
BBVASM Relative Risk vs. Return Landscape
If you would invest 10,220 in BBVASM 6138 14 SEP 28 on December 27, 2024 and sell it today you would earn a total of 23.00 from holding BBVASM 6138 14 SEP 28 or generate 0.23% return on investment over 90 days. BBVASM 6138 14 SEP 28 is generating 0.0057% of daily returns and assumes 0.5417% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than BBVASM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BBVASM Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BBVASM's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BBVASM 6138 14 SEP 28, and traders can use it to determine the average amount a BBVASM'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 = 0.0105
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 05946KAL5 |
Estimated Market Risk
| 0.54 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
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BBVASM 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 BBVASM by adding BBVASM to a well-diversified portfolio.
About BBVASM Performance
By analyzing BBVASM's fundamental ratios, stakeholders can gain valuable insights into BBVASM's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BBVASM 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 BBVASM has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.