LOW 5625 15 APR 53 Performance
| 548661EM5 | 87.08 9.52 9.86% |
The bond shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 548661EM5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 548661EM5 is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in LOW 5625 15 APR 53 are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat fragile basic indicators, 548661EM5 may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
548661EM5 |
548661EM5 Relative Risk vs. Return Landscape
If you would invest 9,727 in LOW 5625 15 APR 53 on December 25, 2024 and sell it today you would earn a total of 751.00 from holding LOW 5625 15 APR 53 or generate 7.72% return on investment over 90 days. LOW 5625 15 APR 53 is generating 0.134% of daily returns and assumes 1.5858% volatility on return distribution over the 90 days horizon. Simply put, 14% of bonds are less volatile than 548661EM5, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
548661EM5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 548661EM5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as LOW 5625 15 APR 53, and traders can use it to determine the average amount a 548661EM5'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 = 0.0845
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | 548661EM5 | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.59 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average 548661EM5 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 548661EM5 by adding it to a well-diversified portfolio.
About 548661EM5 Performance
By analyzing 548661EM5's fundamental ratios, stakeholders can gain valuable insights into 548661EM5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 548661EM5 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 548661EM5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.