NORDSTROM INC 5 Performance
| 655664AR1 | 77.53 2.78 3.72% |
The bond secures a Beta (Market Risk) of -1.09, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning NORDSTROM are expected to decrease slowly. On the other hand, during market turmoil, NORDSTROM is expected to outperform it slightly.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in NORDSTROM INC 5 are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, NORDSTROM is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 9.619 |
NORDSTROM |
NORDSTROM Relative Risk vs. Return Landscape
If you would invest 7,425 in NORDSTROM INC 5 on December 25, 2024 and sell it today you would earn a total of 175.00 from holding NORDSTROM INC 5 or generate 2.36% return on investment over 90 days. NORDSTROM INC 5 is generating 0.0503% of daily returns and assumes 1.5699% volatility on return distribution over the 90 days horizon. Simply put, 14% of bonds are less volatile than NORDSTROM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NORDSTROM Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NORDSTROM's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NORDSTROM INC 5, and traders can use it to determine the average amount a NORDSTROM'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 = 0.0321
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| Cash | Small Risk | 655664AR1 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.57 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average NORDSTROM 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 NORDSTROM by adding it to a well-diversified portfolio.
About NORDSTROM Performance
By analyzing NORDSTROM's fundamental ratios, stakeholders can gain valuable insights into NORDSTROM's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NORDSTROM 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 NORDSTROM has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.