CMA 5332 25 AUG 33 Performance
| 200339EX3 | 89.52 0.00 0.00% |
The bond owns a Beta (Systematic Risk) of -0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 200339EX3 are expected to decrease at a much lower rate. During the bear market, 200339EX3 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days CMA 5332 25 AUG 33 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for CMA 5332 25 AUG 33 investors. ...more
200339EX3 |
200339EX3 Relative Risk vs. Return Landscape
If you would invest 9,543 in CMA 5332 25 AUG 33 on December 26, 2024 and sell it today you would lose (591.00) from holding CMA 5332 25 AUG 33 or give up 6.19% of portfolio value over 90 days. CMA 5332 25 AUG 33 is generating negative expected returns and assumes 1.6293% volatility on return distribution over the 90 days horizon. Simply put, 14% of bonds are less volatile than 200339EX3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
200339EX3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 200339EX3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CMA 5332 25 AUG 33, and traders can use it to determine the average amount a 200339EX3'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 = -0.1622
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 200339EX3 |
Estimated Market Risk
| 1.63 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.26 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 200339EX3 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 200339EX3 by adding 200339EX3 to a well-diversified portfolio.
About 200339EX3 Performance
By analyzing 200339EX3's fundamental ratios, stakeholders can gain valuable insights into 200339EX3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 200339EX3 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 200339EX3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| CMA 5332 25 generated a negative expected return over the last 90 days |
Other Information on Investing in 200339EX3 Bond
200339EX3 financial ratios help investors to determine whether 200339EX3 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 200339EX3 with respect to the benefits of owning 200339EX3 security.