RTX 5375 27 FEB 53 Performance
| 75513ECS8 | 94.68 0.10 0.11% |
The bond shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 75513ECS8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 75513ECS8 is expected to be smaller as well.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in RTX 5375 27 FEB 53 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 75513ECS8 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
75513ECS8 |
75513ECS8 Relative Risk vs. Return Landscape
If you would invest 9,811 in RTX 5375 27 FEB 53 on October 26, 2024 and sell it today you would earn a total of 467.00 from holding RTX 5375 27 FEB 53 or generate 4.76% return on investment over 90 days. RTX 5375 27 FEB 53 is generating 0.0942% of daily returns and assumes 1.7061% volatility on return distribution over the 90 days horizon. Simply put, 15% of bonds are less volatile than 75513ECS8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
75513ECS8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 75513ECS8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as RTX 5375 27 FEB 53, and traders can use it to determine the average amount a 75513ECS8'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 = 0.0552
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| Cash | Small Risk | 75513ECS8 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.71 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average 75513ECS8 is performing at about 4% 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 75513ECS8 by adding it to a well-diversified portfolio.
About 75513ECS8 Performance
By analyzing 75513ECS8's fundamental ratios, stakeholders can gain valuable insights into 75513ECS8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 75513ECS8 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 75513ECS8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.