STZ 435 09 MAY 27 Performance
| 21036PBK3 | 96.32 2.67 2.70% |
The bond shows a Beta (market volatility) of -0.0396, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 21036PBK3 are expected to decrease at a much lower rate. During the bear market, 21036PBK3 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days STZ 435 09 MAY 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 21036PBK3 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
21036PBK3 |
21036PBK3 Relative Risk vs. Return Landscape
If you would invest 10,030 in STZ 435 09 MAY 27 on September 30, 2024 and sell it today you would lose (398.00) from holding STZ 435 09 MAY 27 or give up 3.97% of portfolio value over 90 days. STZ 435 09 MAY 27 is generating negative expected returns and assumes 0.4587% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than 21036PBK3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
21036PBK3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 21036PBK3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as STZ 435 09 MAY 27, and traders can use it to determine the average amount a 21036PBK3'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 = -0.1448
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| Negative Returns | 21036PBK3 |
Estimated Market Risk
| 0.46 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 21036PBK3 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 21036PBK3 by adding 21036PBK3 to a well-diversified portfolio.
About 21036PBK3 Performance
By analyzing 21036PBK3's fundamental ratios, stakeholders can gain valuable insights into 21036PBK3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 21036PBK3 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 21036PBK3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| STZ 435 09 generated a negative expected return over the last 90 days |
Other Information on Investing in 21036PBK3 Bond
21036PBK3 financial ratios help investors to determine whether 21036PBK3 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 21036PBK3 with respect to the benefits of owning 21036PBK3 security.