L3 TECHNOLOGIES INC Performance
| 502413BE6 | 97.86 1.78 1.85% |
The entity owns a Beta (Systematic Risk) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 502413BE6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 502413BE6 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days L3 TECHNOLOGIES INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in February 2025. The current disturbance may also be a sign of long term up-swing for L3 TECHNOLOGIES INC investors. ...more
| Yield To Maturity | 6.013 |
502413BE6 |
502413BE6 Relative Risk vs. Return Landscape
If you would invest 9,881 in L3 TECHNOLOGIES INC on October 5, 2024 and sell it today you would lose (372.00) from holding L3 TECHNOLOGIES INC or give up 3.76% of portfolio value over 90 days. L3 TECHNOLOGIES INC is generating negative expected returns and assumes 1.4236% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than 502413BE6, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
502413BE6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 502413BE6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as L3 TECHNOLOGIES INC, and traders can use it to determine the average amount a 502413BE6'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 = -0.1616
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| Negative Returns | 502413BE6 |
Estimated Market Risk
| 1.42 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 502413BE6 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 502413BE6 by adding 502413BE6 to a well-diversified portfolio.
About 502413BE6 Performance
By analyzing 502413BE6's fundamental ratios, stakeholders can gain valuable insights into 502413BE6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 502413BE6 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 502413BE6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| L3 TECHNOLOGIES INC generated a negative expected return over the last 90 days |
Other Information on Investing in 502413BE6 Bond
502413BE6 financial ratios help investors to determine whether 502413BE6 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 502413BE6 with respect to the benefits of owning 502413BE6 security.