NAB 3905 09 JUN 27 Performance
| 63254ABE7 | 99.97 1.00 1.01% |
The entity owns a Beta (Systematic Risk) of -0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 63254ABE7 are expected to decrease at a much lower rate. During the bear market, 63254ABE7 is likely to outperform the market.
Risk-Adjusted Performance
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Weak | Strong |
Over the last 90 days NAB 3905 09 JUN 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 63254ABE7 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
63254ABE7 |
63254ABE7 Relative Risk vs. Return Landscape
If you would invest 9,833 in NAB 3905 09 JUN 27 on December 26, 2024 and sell it today you would lose (164.00) from holding NAB 3905 09 JUN 27 or give up 1.67% of portfolio value over 90 days. NAB 3905 09 JUN 27 is generating negative expected returns and assumes 0.6695% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than 63254ABE7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
63254ABE7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 63254ABE7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NAB 3905 09 JUN 27, and traders can use it to determine the average amount a 63254ABE7'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 = -0.0706
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| Negative Returns | 63254ABE7 |
Estimated Market Risk
| 0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 63254ABE7 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 63254ABE7 by adding 63254ABE7 to a well-diversified portfolio.
About 63254ABE7 Performance
By analyzing 63254ABE7's fundamental ratios, stakeholders can gain valuable insights into 63254ABE7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 63254ABE7 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 63254ABE7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| NAB 05 09 generated a negative expected return over the last 90 days |
Other Information on Investing in 63254ABE7 Bond
63254ABE7 financial ratios help investors to determine whether 63254ABE7 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 63254ABE7 with respect to the benefits of owning 63254ABE7 security.