ES 14 15 AUG 26 Performance
| 30040WAN8 | 95.37 0.04 0.04% |
The bond owns a Beta (Systematic Risk) of -0.0281, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 30040WAN8 are expected to decrease at a much lower rate. During the bear market, 30040WAN8 is likely to outperform the market.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in ES 14 15 AUG 26 are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 30040WAN8 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
30040WAN8 |
30040WAN8 Relative Risk vs. Return Landscape
If you would invest 9,452 in ES 14 15 AUG 26 on November 29, 2024 and sell it today you would earn a total of 85.00 from holding ES 14 15 AUG 26 or generate 0.9% return on investment over 90 days. ES 14 15 AUG 26 is generating 0.0209% of daily returns and assumes 0.1486% volatility on return distribution over the 90 days horizon. Simply put, 1% of bonds are less volatile than 30040WAN8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
30040WAN8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 30040WAN8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ES 14 15 AUG 26, and traders can use it to determine the average amount a 30040WAN8'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 = 0.1409
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| Negative Returns | 30040WAN8 |
Estimated Market Risk
| 0.15 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average 30040WAN8 is performing at about 11% 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 30040WAN8 by adding it to a well-diversified portfolio.
About 30040WAN8 Performance
By analyzing 30040WAN8's fundamental ratios, stakeholders can gain valuable insights into 30040WAN8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 30040WAN8 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 30040WAN8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.