OMNICOM GROUP INC Performance
| 68217FAA0 | 98.62 0.02 0.02% |
The bond holds a Beta of -0.0351, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning OMNICOM are expected to decrease at a much lower rate. During the bear market, OMNICOM is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days OMNICOM GROUP INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, OMNICOM is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 5.849 |
OMNICOM |
OMNICOM Relative Risk vs. Return Landscape
If you would invest 9,879 in OMNICOM GROUP INC on September 17, 2024 and sell it today you would lose (398.00) from holding OMNICOM GROUP INC or give up 4.03% of portfolio value over 90 days. OMNICOM GROUP INC is generating negative expected returns and assumes 0.5096% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than OMNICOM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
OMNICOM Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for OMNICOM's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as OMNICOM GROUP INC, and traders can use it to determine the average amount a OMNICOM'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 = -0.1275
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| Negative Returns | 68217FAA0 |
Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average OMNICOM is not performing at its full potential. However, 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 OMNICOM by adding OMNICOM to a well-diversified portfolio.
About OMNICOM Performance
By analyzing OMNICOM's fundamental ratios, stakeholders can gain valuable insights into OMNICOM's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if OMNICOM 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 OMNICOM has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| OMNICOM GROUP INC generated a negative expected return over the last 90 days |
Other Information on Investing in OMNICOM Bond
OMNICOM financial ratios help investors to determine whether OMNICOM 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 OMNICOM with respect to the benefits of owning OMNICOM security.