NSC 29 25 AUG 51 Performance
| 655844CL0 | 68.51 5.19 8.20% |
The bond owns a Beta (Systematic Risk) of -0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 655844CL0 are expected to decrease at a much lower rate. During the bear market, 655844CL0 is likely to outperform the market.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in NSC 29 25 AUG 51 are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, 655844CL0 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
655844CL0 |
655844CL0 Relative Risk vs. Return Landscape
If you would invest 6,191 in NSC 29 25 AUG 51 on December 21, 2024 and sell it today you would earn a total of 660.00 from holding NSC 29 25 AUG 51 or generate 10.66% return on investment over 90 days. NSC 29 25 AUG 51 is generating 0.3123% of daily returns and assumes 1.7231% volatility on return distribution over the 90 days horizon. Simply put, 15% of bonds are less volatile than 655844CL0, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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655844CL0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 655844CL0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NSC 29 25 AUG 51, and traders can use it to determine the average amount a 655844CL0'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 = 0.1812
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Estimated Market Risk
| 1.72 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average 655844CL0 is performing at about 14% 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 655844CL0 by adding it to a well-diversified portfolio.
About 655844CL0 Performance
By analyzing 655844CL0's fundamental ratios, stakeholders can gain valuable insights into 655844CL0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 655844CL0 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 655844CL0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.