HSBC HLDGS PLC Performance
| 404280AM1 | 107.46 1.03 0.97% |
The bond owns a Beta (Systematic Risk) of 0.0496, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 404280AM1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 404280AM1 is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in HSBC HLDGS PLC are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 404280AM1 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.125 |
404280AM1 |
404280AM1 Relative Risk vs. Return Landscape
If you would invest 10,666 in HSBC HLDGS PLC on December 24, 2024 and sell it today you would earn a total of 219.00 from holding HSBC HLDGS PLC or generate 2.05% return on investment over 90 days. HSBC HLDGS PLC is generating 0.037% of daily returns and assumes 0.799% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 404280AM1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
404280AM1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 404280AM1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HSBC HLDGS PLC, and traders can use it to determine the average amount a 404280AM1'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 = 0.0463
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 404280AM1 |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average 404280AM1 is performing at about 3% 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 404280AM1 by adding it to a well-diversified portfolio.
About 404280AM1 Performance
By analyzing 404280AM1's fundamental ratios, stakeholders can gain valuable insights into 404280AM1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 404280AM1 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 404280AM1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.