RPRX 335 02 SEP 51 Performance
| 78081BAP8 | 67.46 3.66 5.74% |
The bond shows a Beta (market volatility) of -0.0949, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 78081BAP8 are expected to decrease at a much lower rate. During the bear market, 78081BAP8 is likely to outperform the market.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in RPRX 335 02 SEP 51 are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, 78081BAP8 may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
78081BAP8 |
78081BAP8 Relative Risk vs. Return Landscape
If you would invest 6,427 in RPRX 335 02 SEP 51 on December 17, 2024 and sell it today you would earn a total of 319.00 from holding RPRX 335 02 SEP 51 or generate 4.96% return on investment over 90 days. RPRX 335 02 SEP 51 is generating 0.1236% of daily returns and assumes 1.4991% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than 78081BAP8, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
78081BAP8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 78081BAP8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as RPRX 335 02 SEP 51, and traders can use it to determine the average amount a 78081BAP8'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 = 0.0825
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| Cash | Small Risk | 78081BAP8 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.5 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average 78081BAP8 is performing at about 6% 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 78081BAP8 by adding it to a well-diversified portfolio.
About 78081BAP8 Performance
By analyzing 78081BAP8's fundamental ratios, stakeholders can gain valuable insights into 78081BAP8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 78081BAP8 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 78081BAP8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.