IFF 3468 01 DEC 50 Performance
| 459506AS0 | 66.25 0.78 1.16% |
The bond shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 459506AS0 are expected to decrease at a much lower rate. During the bear market, 459506AS0 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days IFF 3468 01 DEC 50 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for IFF 3468 01 DEC 50 investors. ...more
459506AS0 |
459506AS0 Relative Risk vs. Return Landscape
If you would invest 7,198 in IFF 3468 01 DEC 50 on September 15, 2024 and sell it today you would lose (573.00) from holding IFF 3468 01 DEC 50 or give up 7.96% of portfolio value over 90 days. IFF 3468 01 DEC 50 is generating negative expected returns and assumes 0.8545% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 459506AS0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
459506AS0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 459506AS0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as IFF 3468 01 DEC 50, and traders can use it to determine the average amount a 459506AS0'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 = -0.1498
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| Negative Returns | 459506AS0 |
Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 459506AS0 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 459506AS0 by adding 459506AS0 to a well-diversified portfolio.
About 459506AS0 Performance
By analyzing 459506AS0's fundamental ratios, stakeholders can gain valuable insights into 459506AS0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 459506AS0 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 459506AS0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| IFF 3468 01 generated a negative expected return over the last 90 days |
Other Information on Investing in 459506AS0 Bond
459506AS0 financial ratios help investors to determine whether 459506AS0 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 459506AS0 with respect to the benefits of owning 459506AS0 security.