OXY 75 01 NOV 96 Performance
| 674599DX0 | 115.10 10.60 10.14% |
The bond shows a Beta (market volatility) of -0.74, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 674599DX0 are expected to decrease at a much lower rate. During the bear market, 674599DX0 is likely to outperform the market.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in OXY 75 01 NOV 96 are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 674599DX0 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
674599DX0 |
674599DX0 Relative Risk vs. Return Landscape
If you would invest 11,169 in OXY 75 01 NOV 96 on December 24, 2024 and sell it today you would earn a total of 341.00 from holding OXY 75 01 NOV 96 or generate 3.05% return on investment over 90 days. OXY 75 01 NOV 96 is generating 0.2368% of daily returns and assumes 3.2796% volatility on return distribution over the 90 days horizon. Simply put, 29% of bonds are less volatile than 674599DX0, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
674599DX0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 674599DX0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as OXY 75 01 NOV 96, and traders can use it to determine the average amount a 674599DX0'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 = 0.0722
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Estimated Market Risk
| 3.28 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average 674599DX0 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 674599DX0 by adding it to a well-diversified portfolio.
About 674599DX0 Performance
By analyzing 674599DX0's fundamental ratios, stakeholders can gain valuable insights into 674599DX0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 674599DX0 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 674599DX0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| OXY 75 01 had very high historical volatility over the last 90 days | |
| Latest headline from thelincolnianonline.com: FY2025 EPS Estimates for EWCZ Cut by Telsey Advisory Group |
Other Information on Investing in 674599DX0 Bond
674599DX0 financial ratios help investors to determine whether 674599DX0 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 674599DX0 with respect to the benefits of owning 674599DX0 security.