Fortescue Metals Group Performance
| 30251GBA4 | 97.52 0.15 0.15% |
The bond shows a Beta (market volatility) of -0.0996, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fortescue are expected to decrease at a much lower rate. During the bear market, Fortescue is likely to outperform the market.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Fortescue Metals Group are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Fortescue 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 | 7.387 |
Fortescue |
Fortescue Relative Risk vs. Return Landscape
If you would invest 9,675 in Fortescue Metals Group on December 27, 2024 and sell it today you would earn a total of 62.00 from holding Fortescue Metals Group or generate 0.64% return on investment over 90 days. Fortescue Metals Group is generating 0.0244% of daily returns and assumes 1.6054% volatility on return distribution over the 90 days horizon. Simply put, 14% of bonds are less volatile than Fortescue, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fortescue Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fortescue's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Fortescue Metals Group, and traders can use it to determine the average amount a Fortescue'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 = 0.0152
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| Negative Returns | 30251GBA4 |
Estimated Market Risk
| 1.61 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Fortescue is performing at about 1% 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 Fortescue by adding it to a well-diversified portfolio.
About Fortescue Performance
By analyzing Fortescue's fundamental ratios, stakeholders can gain valuable insights into Fortescue's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fortescue 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 Fortescue has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.