IENOVA 475 15 JAN 51 Performance
456829AC4 | 68.25 0.00 0.00% |
The bond retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IENOVA's returns are expected to increase less than the market. However, during the bear market, the loss of holding IENOVA is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in IENOVA 475 15 JAN 51 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, IENOVA is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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IENOVA Relative Risk vs. Return Landscape
If you would invest 7,652 in IENOVA 475 15 JAN 51 on September 19, 2024 and sell it today you would lose (27.00) from holding IENOVA 475 15 JAN 51 or give up 0.35% of portfolio value over 90 days. IENOVA 475 15 JAN 51 is generating 0.0729% of daily returns and assumes 5.0979% volatility on return distribution over the 90 days horizon. Simply put, 45% of bonds are less volatile than IENOVA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IENOVA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IENOVA's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as IENOVA 475 15 JAN 51, and traders can use it to determine the average amount a IENOVA'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 = 0.0143
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Cash | Small Risk | Average Risk | 456829AC4 | Huge Risk |
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Estimated Market Risk
5.1 actual daily | 45 55% of assets are more volatile |
Expected Return
0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.01 actual daily | 1 99% of assets perform better |
Based on monthly moving average IENOVA 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 IENOVA by adding it to a well-diversified portfolio.
About IENOVA Performance
By analyzing IENOVA's fundamental ratios, stakeholders can gain valuable insights into IENOVA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IENOVA 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 IENOVA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
IENOVA 475 15 had very high historical volatility over the last 90 days |
Other Information on Investing in IENOVA Bond
IENOVA financial ratios help investors to determine whether IENOVA 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 IENOVA with respect to the benefits of owning IENOVA security.