BX 285 05 AUG 51 Performance
| 09261BAF7 | 61.47 0.15 0.24% |
The bond owns a Beta (Systematic Risk) of -0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 09261BAF7 are expected to decrease at a much lower rate. During the bear market, 09261BAF7 is likely to outperform the market.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in BX 285 05 AUG 51 are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite somewhat abnormal basic indicators, 09261BAF7 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
09261BAF7 |
09261BAF7 Relative Risk vs. Return Landscape
If you would invest 5,888 in BX 285 05 AUG 51 on December 25, 2024 and sell it today you would earn a total of 353.00 from holding BX 285 05 AUG 51 or generate 6.0% return on investment over 90 days. BX 285 05 AUG 51 is generating 0.2589% of daily returns and assumes 1.0733% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than 09261BAF7, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
09261BAF7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 09261BAF7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BX 285 05 AUG 51, and traders can use it to determine the average amount a 09261BAF7'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 = 0.2412
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Estimated Market Risk
| 1.07 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.26 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 18 82% of assets perform better |
Based on monthly moving average 09261BAF7 is performing at about 18% 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 09261BAF7 by adding it to a well-diversified portfolio.
About 09261BAF7 Performance
By analyzing 09261BAF7's fundamental ratios, stakeholders can gain valuable insights into 09261BAF7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 09261BAF7 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 09261BAF7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.