KLAC 495 15 JUL 52 Performance
| 482480AM2 | 99.00 4.44 4.70% |
The bond owns a Beta (Systematic Risk) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 482480AM2 are expected to decrease at a much lower rate. During the bear market, 482480AM2 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days KLAC 495 15 JUL 52 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain 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 KLAC 495 15 JUL 52 investors. ...more
482480AM2 |
482480AM2 Relative Risk vs. Return Landscape
If you would invest 9,748 in KLAC 495 15 JUL 52 on August 31, 2024 and sell it today you would lose (669.00) from holding KLAC 495 15 JUL 52 or give up 6.86% of portfolio value over 90 days. KLAC 495 15 JUL 52 is generating negative expected returns and assumes 1.4896% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than 482480AM2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
482480AM2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 482480AM2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as KLAC 495 15 JUL 52, and traders can use it to determine the average amount a 482480AM2'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 = -0.0707
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| Negative Returns | 482480AM2 |
Estimated Market Risk
| 1.49 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 482480AM2 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 482480AM2 by adding 482480AM2 to a well-diversified portfolio.
About 482480AM2 Performance
By analyzing 482480AM2's fundamental ratios, stakeholders can gain valuable insights into 482480AM2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 482480AM2 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 482480AM2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| KLAC 495 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 482480AM2 Bond
482480AM2 financial ratios help investors to determine whether 482480AM2 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 482480AM2 with respect to the benefits of owning 482480AM2 security.