NSC 37 15 MAR 53 Performance
| 655844CN6 | 80.82 8.67 12.02% |
The bond owns a Beta (Systematic Risk) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and 655844CN6 are completely uncorrelated.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in NSC 37 15 MAR 53 are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat inconsistent basic indicators, 655844CN6 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
655844CN6 |
655844CN6 Relative Risk vs. Return Landscape
If you would invest 7,487 in NSC 37 15 MAR 53 on October 26, 2024 and sell it today you would earn a total of 595.00 from holding NSC 37 15 MAR 53 or generate 7.95% return on investment over 90 days. NSC 37 15 MAR 53 is generating 0.2572% of daily returns and assumes 3.5819% volatility on return distribution over the 90 days horizon. Simply put, 31% of bonds are less volatile than 655844CN6, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
655844CN6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 655844CN6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NSC 37 15 MAR 53, and traders can use it to determine the average amount a 655844CN6'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 = 0.0718
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 655844CN6 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.58 actual daily | 31 69% of assets are more volatile |
Expected Return
| 0.26 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average 655844CN6 is performing at about 5% 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 655844CN6 by adding it to a well-diversified portfolio.
About 655844CN6 Performance
By analyzing 655844CN6's fundamental ratios, stakeholders can gain valuable insights into 655844CN6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 655844CN6 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 655844CN6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| NSC 37 15 had very high historical volatility over the last 90 days |
Other Information on Investing in 655844CN6 Bond
655844CN6 financial ratios help investors to determine whether 655844CN6 Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 655844CN6 with respect to the benefits of owning 655844CN6 security.