NORFOLK SOUTHN P Performance
| 655844CB2 | 89.98 2.20 2.51% |
The bond secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NORFOLK's returns are expected to increase less than the market. However, during the bear market, the loss of holding NORFOLK is expected to be smaller as well.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in NORFOLK SOUTHN P are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat abnormal basic indicators, NORFOLK may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
| Yield To Maturity | 6.483 |
NORFOLK |
NORFOLK Relative Risk vs. Return Landscape
If you would invest 8,526 in NORFOLK SOUTHN P on December 21, 2024 and sell it today you would earn a total of 472.00 from holding NORFOLK SOUTHN P or generate 5.54% return on investment over 90 days. NORFOLK SOUTHN P is generating 0.1941% of daily returns and assumes 1.3052% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than NORFOLK, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NORFOLK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NORFOLK's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NORFOLK SOUTHN P, and traders can use it to determine the average amount a NORFOLK'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 = 0.1487
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Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average NORFOLK is performing at about 11% 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 NORFOLK by adding it to a well-diversified portfolio.
About NORFOLK Performance
By analyzing NORFOLK's fundamental ratios, stakeholders can gain valuable insights into NORFOLK's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NORFOLK 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 NORFOLK has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.