OCBCSP 1832 10 SEP 30 Performance
| 69033CAD1 | 90.68 0.00 0.00% |
The entity owns a Beta (Systematic Risk) of 0.0495, which implies not very significant fluctuations relative to the market. As returns on the market increase, OCBCSP's returns are expected to increase less than the market. However, during the bear market, the loss of holding OCBCSP is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days OCBCSP 1832 10 SEP 30 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for OCBCSP 1832 10 SEP 30 investors. ...more
OCBCSP |
OCBCSP Relative Risk vs. Return Landscape
If you would invest 9,715 in OCBCSP 1832 10 SEP 30 on September 22, 2024 and sell it today you would lose (742.00) from holding OCBCSP 1832 10 SEP 30 or give up 7.64% of portfolio value over 90 days. OCBCSP 1832 10 SEP 30 is generating negative expected returns and assumes 1.9028% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than OCBCSP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
OCBCSP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for OCBCSP's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as OCBCSP 1832 10 SEP 30, and traders can use it to determine the average amount a OCBCSP'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 = -0.407
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| Negative Returns | 69033CAD1 |
Estimated Market Risk
| 1.9 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.77 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.41 actual daily | 0 Most of other assets perform better |
Based on monthly moving average OCBCSP 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 OCBCSP by adding OCBCSP to a well-diversified portfolio.
About OCBCSP Performance
By analyzing OCBCSP's fundamental ratios, stakeholders can gain valuable insights into OCBCSP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if OCBCSP 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 OCBCSP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| OCBCSP 1832 10 is not yet fully synchronised with the market data | |
| OCBCSP 1832 10 generated a negative expected return over the last 90 days |
Other Information on Investing in OCBCSP Bond
OCBCSP financial ratios help investors to determine whether OCBCSP 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 OCBCSP with respect to the benefits of owning OCBCSP security.