KOMATS 5499 06 OCT 27 Performance
| 50048WAA6 | 101.22 0.00 0.00% |
The bond secures a Beta (Market Risk) of 0.0088, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KOMATS's returns are expected to increase less than the market. However, during the bear market, the loss of holding KOMATS is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days KOMATS 5499 06 OCT 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile 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 KOMATS 5499 06 OCT 27 investors. ...more
KOMATS |
KOMATS Relative Risk vs. Return Landscape
If you would invest 10,267 in KOMATS 5499 06 OCT 27 on September 3, 2024 and sell it today you would lose (145.00) from holding KOMATS 5499 06 OCT 27 or give up 1.41% of portfolio value over 90 days. KOMATS 5499 06 OCT 27 is generating negative expected returns and assumes 1.5654% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than KOMATS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KOMATS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KOMATS's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as KOMATS 5499 06 OCT 27, and traders can use it to determine the average amount a KOMATS'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 = -0.123
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| Negative Returns | 50048WAA6 |
Estimated Market Risk
| 1.57 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KOMATS 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 KOMATS by adding KOMATS to a well-diversified portfolio.
About KOMATS Performance
By analyzing KOMATS's fundamental ratios, stakeholders can gain valuable insights into KOMATS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if KOMATS 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 KOMATS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| KOMATS 5499 06 generated a negative expected return over the last 90 days |
Other Information on Investing in KOMATS Bond
KOMATS financial ratios help investors to determine whether KOMATS 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 KOMATS with respect to the benefits of owning KOMATS security.