Level 3 Financing Performance
| 527298BN2 | 92.47 0.00 0.00% |
The bond secures a Beta (Market Risk) of 2.29, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Level will likely underperform.
Risk-Adjusted Performance
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Weak
Over the last 90 days Level 3 Financing has generated negative risk-adjusted returns adding no value to investors with long positions. Despite abnormal 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 Level 3 Financing investors. ...more
| Yield To Maturity | 15.374 |
Level |
Level Relative Risk vs. Return Landscape
If you would invest 9,000 in Level 3 Financing on October 9, 2024 and sell it today you would lose (3,857) from holding Level 3 Financing or give up 42.86% of portfolio value over 90 days. Level 3 Financing is generating negative expected returns and assumes 14.1754% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Level on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Level Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Level's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Level 3 Financing, and traders can use it to determine the average amount a Level'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 = -0.0982
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 527298BN2 |
Estimated Market Risk
| 14.18 actual daily | 96 96% of assets are less volatile |
Expected Return
| -1.39 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Level 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 Level by adding Level to a well-diversified portfolio.
About Level Performance
By analyzing Level's fundamental ratios, stakeholders can gain valuable insights into Level's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Level 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 Level has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Level 3 Financing generated a negative expected return over the last 90 days | |
| Level 3 Financing has high historical volatility and very poor performance | |
| Latest headline from MacroaxisInsider: Acquisition by Mahesh Patel of 16371 shares of Lipocine at 4.86 subject to Rule 16b-3 |
Other Information on Investing in Level Bond
Level financial ratios help investors to determine whether Level 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 Level with respect to the benefits of owning Level security.