CUBE 225 15 DEC 28 Performance
| 22966RAH9 | 87.04 4.19 4.59% |
The bond owns a Beta (Systematic Risk) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 22966RAH9 are expected to decrease at a much lower rate. During the bear market, 22966RAH9 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days CUBE 225 15 DEC 28 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 22966RAH9 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
22966RAH9 |
22966RAH9 Relative Risk vs. Return Landscape
If you would invest 9,019 in CUBE 225 15 DEC 28 on December 26, 2024 and sell it today you would earn a total of 32.00 from holding CUBE 225 15 DEC 28 or generate 0.35% return on investment over 90 days. CUBE 225 15 DEC 28 is generating 0.0135% of daily returns and assumes 1.0676% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than 22966RAH9, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
22966RAH9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 22966RAH9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CUBE 225 15 DEC 28, and traders can use it to determine the average amount a 22966RAH9'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 = 0.0126
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| Negative Returns | 22966RAH9 |
Estimated Market Risk
| 1.07 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 22966RAH9 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 22966RAH9 by adding 22966RAH9 to a well-diversified portfolio.
About 22966RAH9 Performance
By analyzing 22966RAH9's fundamental ratios, stakeholders can gain valuable insights into 22966RAH9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 22966RAH9 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 22966RAH9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.