HBAN 2487 15 AUG 36 Performance
| 446150AX2 | 78.13 3.19 3.92% |
The entity owns a Beta (Systematic Risk) of -0.0528, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 446150AX2 are expected to decrease at a much lower rate. During the bear market, 446150AX2 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days HBAN 2487 15 AUG 36 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 446150AX2 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
446150AX2 |
446150AX2 Relative Risk vs. Return Landscape
If you would invest 8,075 in HBAN 2487 15 AUG 36 on September 22, 2024 and sell it today you would lose (262.00) from holding HBAN 2487 15 AUG 36 or give up 3.24% of portfolio value over 90 days. HBAN 2487 15 AUG 36 is generating negative expected returns and assumes 0.8478% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 446150AX2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
446150AX2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 446150AX2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HBAN 2487 15 AUG 36, and traders can use it to determine the average amount a 446150AX2'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 = -0.0822
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| Negative Returns | 446150AX2 |
Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 446150AX2 is not performing at its full potential. However, 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 446150AX2 by adding 446150AX2 to a well-diversified portfolio.
About 446150AX2 Performance
By analyzing 446150AX2's fundamental ratios, stakeholders can gain valuable insights into 446150AX2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 446150AX2 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 446150AX2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| HBAN 2487 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 446150AX2 Bond
446150AX2 financial ratios help investors to determine whether 446150AX2 Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 446150AX2 with respect to the benefits of owning 446150AX2 security.