MAR 275 15 OCT 33 Performance
| 571903BH5 | 86.71 4.48 5.45% |
The entity shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 571903BH5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 571903BH5 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days MAR 275 15 OCT 33 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain 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 MAR 275 15 OCT 33 investors. ...more
571903BH5 |
571903BH5 Relative Risk vs. Return Landscape
If you would invest 8,593 in MAR 275 15 OCT 33 on September 24, 2024 and sell it today you would lose (1,458) from holding MAR 275 15 OCT 33 or give up 16.97% of portfolio value over 90 days. MAR 275 15 OCT 33 is generating negative expected returns and assumes 2.3898% volatility on return distribution over the 90 days horizon. Simply put, 21% of bonds are less volatile than 571903BH5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
571903BH5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 571903BH5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as MAR 275 15 OCT 33, and traders can use it to determine the average amount a 571903BH5'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 = -0.1102
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| Negative Returns | 571903BH5 |
Estimated Market Risk
| 2.39 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.26 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 571903BH5 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 571903BH5 by adding 571903BH5 to a well-diversified portfolio.
About 571903BH5 Performance
By analyzing 571903BH5's fundamental ratios, stakeholders can gain valuable insights into 571903BH5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 571903BH5 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 571903BH5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| MAR 275 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 571903BH5 Bond
571903BH5 financial ratios help investors to determine whether 571903BH5 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 571903BH5 with respect to the benefits of owning 571903BH5 security.