PEP 195 21 OCT 31 Performance
| 713448FE3 | 85.61 0.56 0.66% |
The bond shows a Beta (market volatility) of 0.0471, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 713448FE3's returns are expected to increase less than the market. However, during the bear market, the loss of holding 713448FE3 is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in PEP 195 21 OCT 31 are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 713448FE3 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
713448FE3 |
713448FE3 Relative Risk vs. Return Landscape
If you would invest 8,300 in PEP 195 21 OCT 31 on December 21, 2024 and sell it today you would earn a total of 261.00 from holding PEP 195 21 OCT 31 or generate 3.14% return on investment over 90 days. PEP 195 21 OCT 31 is generating 0.0523% of daily returns and assumes 0.3623% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than 713448FE3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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713448FE3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 713448FE3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PEP 195 21 OCT 31, and traders can use it to determine the average amount a 713448FE3'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 = 0.1442
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Estimated Market Risk
| 0.36 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average 713448FE3 is performing at about 11% 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 713448FE3 by adding it to a well-diversified portfolio.
About 713448FE3 Performance
By analyzing 713448FE3's fundamental ratios, stakeholders can gain valuable insights into 713448FE3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 713448FE3 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 713448FE3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.