PM 4875 15 FEB 28 Performance
| 718172CZ0 | 98.74 1.50 1.50% |
The bond owns a Beta (Systematic Risk) of 0.0191, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 718172CZ0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 718172CZ0 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days PM 4875 15 FEB 28 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 718172CZ0 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
718172CZ0 |
718172CZ0 Relative Risk vs. Return Landscape
If you would invest 10,250 in PM 4875 15 FEB 28 on September 23, 2024 and sell it today you would lose (278.00) from holding PM 4875 15 FEB 28 or give up 2.71% of portfolio value over 90 days. PM 4875 15 FEB 28 is generating negative expected returns and assumes 0.3422% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than 718172CZ0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
718172CZ0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 718172CZ0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PM 4875 15 FEB 28, and traders can use it to determine the average amount a 718172CZ0'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 = -0.1219
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| Negative Returns | 718172CZ0 |
Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 718172CZ0 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 718172CZ0 by adding 718172CZ0 to a well-diversified portfolio.
About 718172CZ0 Performance
By analyzing 718172CZ0's fundamental ratios, stakeholders can gain valuable insights into 718172CZ0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 718172CZ0 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 718172CZ0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| PM 4875 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 718172CZ0 Bond
718172CZ0 financial ratios help investors to determine whether 718172CZ0 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 718172CZ0 with respect to the benefits of owning 718172CZ0 security.