NATIONAL RURAL UTILS Performance
| 63743FZL3 | 95.89 3.12 3.36% |
The entity secures a Beta (Market Risk) of -0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning NATIONAL are expected to decrease at a much lower rate. During the bear market, NATIONAL is likely to outperform the market.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in NATIONAL RURAL UTILS are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, NATIONAL may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
| Yield To Maturity | 6.156 |
NATIONAL |
NATIONAL Relative Risk vs. Return Landscape
If you would invest 9,325 in NATIONAL RURAL UTILS on December 26, 2024 and sell it today you would earn a total of 264.00 from holding NATIONAL RURAL UTILS or generate 2.83% return on investment over 90 days. NATIONAL RURAL UTILS is generating 0.1792% of daily returns and assumes 1.7772% volatility on return distribution over the 90 days horizon. Simply put, 15% of bonds are less volatile than NATIONAL, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NATIONAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NATIONAL's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NATIONAL RURAL UTILS, and traders can use it to determine the average amount a NATIONAL'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 = 0.1008
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 63743FZL3 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.78 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average NATIONAL is performing at about 7% 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 NATIONAL by adding it to a well-diversified portfolio.
About NATIONAL Performance
By analyzing NATIONAL's fundamental ratios, stakeholders can gain valuable insights into NATIONAL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NATIONAL 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 NATIONAL has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.