BRO 495 17 MAR 52 Performance
| 115236AF8 | 86.54 0.00 0.00% |
The bond shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 115236AF8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 115236AF8 is expected to be smaller as well.
Risk-Adjusted Performance
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Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in BRO 495 17 MAR 52 are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat abnormal basic indicators, 115236AF8 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
115236AF8 |
115236AF8 Relative Risk vs. Return Landscape
If you would invest 8,616 in BRO 495 17 MAR 52 on December 25, 2024 and sell it today you would earn a total of 681.00 from holding BRO 495 17 MAR 52 or generate 7.9% return on investment over 90 days. BRO 495 17 MAR 52 is generating 0.2224% of daily returns and assumes 1.5176% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than 115236AF8, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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115236AF8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 115236AF8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BRO 495 17 MAR 52, and traders can use it to determine the average amount a 115236AF8'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 = 0.1465
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Estimated Market Risk
| 1.52 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average 115236AF8 is performing at about 11% 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 115236AF8 by adding it to a well-diversified portfolio.
About 115236AF8 Performance
By analyzing 115236AF8's fundamental ratios, stakeholders can gain valuable insights into 115236AF8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 115236AF8 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 115236AF8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.