ELI LILLY AND Performance
| 532457BZ0 | 52.42 0.34 0.65% |
The bond shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 532457BZ0 are expected to decrease at a much lower rate. During the bear market, 532457BZ0 is likely to outperform the market.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
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Compared to the overall equity markets, risk-adjusted returns on investments in ELI LILLY AND are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 532457BZ0 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 5.429 |
532457BZ0 |
532457BZ0 Relative Risk vs. Return Landscape
If you would invest 5,921 in ELI LILLY AND on October 12, 2024 and sell it today you would earn a total of 884.00 from holding ELI LILLY AND or generate 14.93% return on investment over 90 days. ELI LILLY AND is generating 0.3411% of daily returns and assumes 4.3196% volatility on return distribution over the 90 days horizon. Simply put, 38% of bonds are less volatile than 532457BZ0, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
532457BZ0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 532457BZ0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ELI LILLY AND, and traders can use it to determine the average amount a 532457BZ0'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 = 0.079
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Estimated Market Risk
| 4.32 actual daily | 38 62% of assets are more volatile |
Expected Return
| 0.34 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average 532457BZ0 is performing at about 6% of its full potential. 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 532457BZ0 by adding it to a well-diversified portfolio.
About 532457BZ0 Performance
By analyzing 532457BZ0's fundamental ratios, stakeholders can gain valuable insights into 532457BZ0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 532457BZ0 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 532457BZ0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ELI LILLY AND had very high historical volatility over the last 90 days | |
| Latest headline from gurufocus.com: Kaiser Aluminum Corp Announces Leadership Changes |
Other Information on Investing in 532457BZ0 Bond
532457BZ0 financial ratios help investors to determine whether 532457BZ0 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 532457BZ0 with respect to the benefits of owning 532457BZ0 security.