CF INDS INC Performance
| 12527GAE3 | 91.14 0.34 0.37% |
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 12527GAE3 are expected to decrease at a much lower rate. During the bear market, 12527GAE3 is likely to outperform the market.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in CF INDS INC are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 12527GAE3 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.825 |
12527GAE3 |
12527GAE3 Relative Risk vs. Return Landscape
If you would invest 9,320 in CF INDS INC on December 23, 2024 and sell it today you would earn a total of 214.00 from holding CF INDS INC or generate 2.3% return on investment over 90 days. CF INDS INC is generating 0.0487% of daily returns and assumes 1.5303% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than 12527GAE3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
12527GAE3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 12527GAE3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CF INDS INC, and traders can use it to determine the average amount a 12527GAE3'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 = 0.0319
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| Negative Returns | 12527GAE3 |
Estimated Market Risk
| 1.53 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average 12527GAE3 is performing at about 2% 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 12527GAE3 by adding it to a well-diversified portfolio.
About 12527GAE3 Performance
By analyzing 12527GAE3's fundamental ratios, stakeholders can gain valuable insights into 12527GAE3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 12527GAE3 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 12527GAE3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.