PECO ENERGY 37 Performance
| 693304AV9 | 79.35 3.87 5.13% |
The bond owns a Beta (Systematic Risk) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 693304AV9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 693304AV9 is expected to be smaller as well.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in PECO ENERGY 37 are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat conflicting basic indicators, 693304AV9 may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
| Yield To Maturity | 5.813 |
693304AV9 |
693304AV9 Relative Risk vs. Return Landscape
If you would invest 7,564 in PECO ENERGY 37 on December 25, 2024 and sell it today you would earn a total of 371.00 from holding PECO ENERGY 37 or generate 4.9% return on investment over 90 days. PECO ENERGY 37 is generating 0.1753% of daily returns and assumes 1.4517% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than 693304AV9, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
693304AV9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 693304AV9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PECO ENERGY 37, and traders can use it to determine the average amount a 693304AV9'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 = 0.1207
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Estimated Market Risk
| 1.45 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average 693304AV9 is performing at about 9% 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 693304AV9 by adding it to a well-diversified portfolio.
About 693304AV9 Performance
By analyzing 693304AV9's fundamental ratios, stakeholders can gain valuable insights into 693304AV9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 693304AV9 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 693304AV9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.