BSANCI 3177 26 OCT 31 Performance
| 05971WAD5 | 85.63 0.00 0.00% |
The bond owns a Beta (Systematic Risk) of 0.0962, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BSANCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding BSANCI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days BSANCI 3177 26 OCT 31 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in February 2025. The current disturbance may also be a sign of long term up-swing for BSANCI 3177 26 OCT 31 investors. ...more
BSANCI |
BSANCI Relative Risk vs. Return Landscape
If you would invest 9,022 in BSANCI 3177 26 OCT 31 on October 8, 2024 and sell it today you would lose (459.00) from holding BSANCI 3177 26 OCT 31 or give up 5.09% of portfolio value over 90 days. BSANCI 3177 26 OCT 31 is generating negative expected returns and assumes 0.6852% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than BSANCI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BSANCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BSANCI's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BSANCI 3177 26 OCT 31, and traders can use it to determine the average amount a BSANCI'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 = -0.3276
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| Negative Returns | 05971WAD5 |
Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.33 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BSANCI 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 BSANCI by adding BSANCI to a well-diversified portfolio.
About BSANCI Performance
By analyzing BSANCI's fundamental ratios, stakeholders can gain valuable insights into BSANCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BSANCI 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 BSANCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BSANCI 3177 26 generated a negative expected return over the last 90 days |
Other Information on Investing in BSANCI Bond
BSANCI financial ratios help investors to determine whether BSANCI 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 BSANCI with respect to the benefits of owning BSANCI security.