MUNRE 5875 23 MAY 42 Performance
| 62582PAA8 | 101.58 0.00 0.00% |
The bond secures a Beta (Market Risk) of -0.7, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MUNRE are expected to decrease at a much lower rate. During the bear market, MUNRE is likely to outperform the market.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in MUNRE 5875 23 MAY 42 are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, MUNRE is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
MUNRE |
MUNRE Relative Risk vs. Return Landscape
If you would invest 10,136 in MUNRE 5875 23 MAY 42 on December 25, 2024 and sell it today you would earn a total of 22.00 from holding MUNRE 5875 23 MAY 42 or generate 0.22% return on investment over 90 days. MUNRE 5875 23 MAY 42 is generating 0.011% of daily returns and assumes 0.3699% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than MUNRE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MUNRE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MUNRE's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as MUNRE 5875 23 MAY 42, and traders can use it to determine the average amount a MUNRE'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 = 0.0297
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| Negative Returns | 62582PAA8 |
Estimated Market Risk
| 0.37 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average MUNRE is performing at about 2% 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 MUNRE by adding it to a well-diversified portfolio.
About MUNRE Performance
By analyzing MUNRE's fundamental ratios, stakeholders can gain valuable insights into MUNRE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MUNRE 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 MUNRE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.