The entity shows a Beta (market volatility) of -0.001, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BAXALTA are expected to decrease at a much lower rate. During the bear market, BAXALTA is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days BAXALTA INC 4 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, BAXALTA is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
Yield To Maturity
5.890
BAXALTA
BAXALTA Relative Risk vs. Return Landscape
If you would invest 9,960 in BAXALTA INC 4 on December 20, 2024 and sell it today you would lose (17.00) from holding BAXALTA INC 4 or give up 0.17% of portfolio value over 90 days. BAXALTA INC 4 is generating negative expected returns and assumes 0.0771% volatility on return distribution over the 90 days horizon. Simply put, 0% of bonds are less volatile than BAXALTA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
Expected Return
Risk
Assuming the 90 days trading horizon BAXALTA is expected to generate 0.09 times more return on investment than the market. However, the company is 10.96 times less risky than the market. It trades about -0.04 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of risk.
BAXALTA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAXALTA's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BAXALTA INC 4, and traders can use it to determine the average amount a BAXALTA'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 = -0.0378
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Based on monthly moving average BAXALTA 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 BAXALTA by adding BAXALTA to a well-diversified portfolio.
About BAXALTA Performance
By analyzing BAXALTA's fundamental ratios, stakeholders can gain valuable insights into BAXALTA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BAXALTA 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 BAXALTA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
BAXALTA INC 4 generated a negative expected return over the last 90 days
Other Information on Investing in BAXALTA Bond
BAXALTA financial ratios help investors to determine whether BAXALTA 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 BAXALTA with respect to the benefits of owning BAXALTA security.