HR 205 15 MAR 31 Performance
| 42225UAM6 | 81.43 2.19 2.62% |
The bond owns a Beta (Systematic Risk) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 42225UAM6 are expected to decrease at a much lower rate. During the bear market, 42225UAM6 is likely to outperform the market.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in HR 205 15 MAR 31 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 42225UAM6 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
42225UAM6 |
42225UAM6 Relative Risk vs. Return Landscape
If you would invest 8,123 in HR 205 15 MAR 31 on December 25, 2024 and sell it today you would earn a total of 20.00 from holding HR 205 15 MAR 31 or generate 0.25% return on investment over 90 days. HR 205 15 MAR 31 is generating 0.0177% of daily returns and assumes 0.9963% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 42225UAM6, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
42225UAM6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 42225UAM6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HR 205 15 MAR 31, and traders can use it to determine the average amount a 42225UAM6'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 = 0.0177
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| Negative Returns | 42225UAM6 |
Estimated Market Risk
| 1.0 actual daily | 8 92% 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 42225UAM6 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 42225UAM6 by adding it to a well-diversified portfolio.
About 42225UAM6 Performance
By analyzing 42225UAM6's fundamental ratios, stakeholders can gain valuable insights into 42225UAM6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 42225UAM6 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 42225UAM6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.