CARPENTER TECHNOLOGY P Performance
| 144285AL7 | 100.01 0.23 0.23% |
The entity shows a Beta (market volatility) of 0.045, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CARPENTER's returns are expected to increase less than the market. However, during the bear market, the loss of holding CARPENTER is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days CARPENTER TECHNOLOGY P has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, CARPENTER is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 7.189 |
CARPENTER |
CARPENTER Relative Risk vs. Return Landscape
If you would invest 10,037 in CARPENTER TECHNOLOGY P on November 29, 2024 and sell it today you would lose (36.00) from holding CARPENTER TECHNOLOGY P or give up 0.36% of portfolio value over 90 days. CARPENTER TECHNOLOGY P is generating negative expected returns and assumes 0.2789% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than CARPENTER, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CARPENTER Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CARPENTER's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CARPENTER TECHNOLOGY P, and traders can use it to determine the average amount a CARPENTER'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 = -0.0198
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| Negative Returns | 144285AL7 |
Estimated Market Risk
| 0.28 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CARPENTER 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 CARPENTER by adding CARPENTER to a well-diversified portfolio.
About CARPENTER Performance
By analyzing CARPENTER's fundamental ratios, stakeholders can gain valuable insights into CARPENTER's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CARPENTER 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 CARPENTER has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| CARPENTER TECHNOLOGY generated a negative expected return over the last 90 days |
Other Information on Investing in CARPENTER Bond
CARPENTER financial ratios help investors to determine whether CARPENTER 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 CARPENTER with respect to the benefits of owning CARPENTER security.