NSC 41 15 MAY 21 Performance
| 655844CJ5 | 72.76 4.03 5.86% |
The bond owns a Beta (Systematic Risk) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 655844CJ5 are expected to decrease at a much lower rate. During the bear market, 655844CJ5 is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in NSC 41 15 MAY 21 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 655844CJ5 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
655844CJ5 |
655844CJ5 Relative Risk vs. Return Landscape
If you would invest 7,500 in NSC 41 15 MAY 21 on October 12, 2024 and sell it today you would earn a total of 71.00 from holding NSC 41 15 MAY 21 or generate 0.95% return on investment over 90 days. NSC 41 15 MAY 21 is generating 0.0312% of daily returns and assumes 1.4576% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than 655844CJ5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
655844CJ5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 655844CJ5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NSC 41 15 MAY 21, and traders can use it to determine the average amount a 655844CJ5'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 = 0.0214
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| Negative Returns | 655844CJ5 |
Estimated Market Risk
| 1.46 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average 655844CJ5 is performing at about 1% 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 655844CJ5 by adding it to a well-diversified portfolio.
About 655844CJ5 Performance
By analyzing 655844CJ5's fundamental ratios, stakeholders can gain valuable insights into 655844CJ5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 655844CJ5 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 655844CJ5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.