MQGAU 134 12 JAN 27 Performance
| 55608KAR6 | 89.74 6.49 6.74% |
The bond secures a Beta (Market Risk) of -0.0664, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MQGAU are expected to decrease at a much lower rate. During the bear market, MQGAU is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days MQGAU 134 12 JAN 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for MQGAU 134 12 JAN 27 investors. ...more
MQGAU |
MQGAU Relative Risk vs. Return Landscape
If you would invest 9,579 in MQGAU 134 12 JAN 27 on September 14, 2024 and sell it today you would lose (617.00) from holding MQGAU 134 12 JAN 27 or give up 6.44% of portfolio value over 90 days. MQGAU 134 12 JAN 27 is generating negative expected returns and assumes 1.3052% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than MQGAU, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MQGAU Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MQGAU's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as MQGAU 134 12 JAN 27, and traders can use it to determine the average amount a MQGAU'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 = -0.1821
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| Negative Returns | 55608KAR6 |
Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MQGAU 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 MQGAU by adding MQGAU to a well-diversified portfolio.
About MQGAU Performance
By analyzing MQGAU's fundamental ratios, stakeholders can gain valuable insights into MQGAU's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MQGAU 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 MQGAU has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| MQGAU 134 12 generated a negative expected return over the last 90 days |
Other Information on Investing in MQGAU Bond
MQGAU financial ratios help investors to determine whether MQGAU 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 MQGAU with respect to the benefits of owning MQGAU security.