HUBB 23 15 MAR 31 Performance
| 443510AK8 | 86.82 0.69 0.80% |
The bond owns a Beta (Systematic Risk) of 0.0787, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 443510AK8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 443510AK8 is expected to be smaller as well.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in HUBB 23 15 MAR 31 are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 443510AK8 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
443510AK8 |
443510AK8 Relative Risk vs. Return Landscape
If you would invest 8,523 in HUBB 23 15 MAR 31 on December 21, 2024 and sell it today you would earn a total of 159.00 from holding HUBB 23 15 MAR 31 or generate 1.87% return on investment over 90 days. HUBB 23 15 MAR 31 is generating 0.0704% of daily returns and assumes 0.629% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than 443510AK8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
443510AK8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 443510AK8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HUBB 23 15 MAR 31, and traders can use it to determine the average amount a 443510AK8'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 = 0.1119
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Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average 443510AK8 is performing at about 8% 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 443510AK8 by adding it to a well-diversified portfolio.
About 443510AK8 Performance
By analyzing 443510AK8's fundamental ratios, stakeholders can gain valuable insights into 443510AK8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 443510AK8 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 443510AK8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.