PEP 465 15 FEB 53 Performance
| 713448FT0 | 93.81 4.47 5.00% |
The bond shows a Beta (market volatility) of -0.0701, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 713448FT0 are expected to decrease at a much lower rate. During the bear market, 713448FT0 is likely to outperform the market.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in PEP 465 15 FEB 53 are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unsteady basic indicators, 713448FT0 may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
713448FT0 |
713448FT0 Relative Risk vs. Return Landscape
If you would invest 8,732 in PEP 465 15 FEB 53 on December 21, 2024 and sell it today you would earn a total of 649.00 from holding PEP 465 15 FEB 53 or generate 7.43% return on investment over 90 days. PEP 465 15 FEB 53 is generating 0.1584% of daily returns and assumes 1.0925% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than 713448FT0, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
713448FT0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 713448FT0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PEP 465 15 FEB 53, and traders can use it to determine the average amount a 713448FT0'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 = 0.145
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Estimated Market Risk
| 1.09 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average 713448FT0 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 713448FT0 by adding it to a well-diversified portfolio.
About 713448FT0 Performance
By analyzing 713448FT0's fundamental ratios, stakeholders can gain valuable insights into 713448FT0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 713448FT0 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 713448FT0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.