SIMON PPTY GROUP Performance
| 828807CT2 | 70.34 14.56 17.15% |
The entity has a beta of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SIMON's returns are expected to increase less than the market. However, during the bear market, the loss of holding SIMON is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days SIMON PPTY GROUP has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for SIMON PPTY GROUP investors. ...more
| Yield To Maturity | 6.653 |
SIMON |
SIMON Relative Risk vs. Return Landscape
If you would invest 8,926 in SIMON PPTY GROUP on September 14, 2024 and sell it today you would lose (1,892) from holding SIMON PPTY GROUP or give up 21.2% of portfolio value over 90 days. SIMON PPTY GROUP is generating negative expected returns and assumes 3.4346% volatility on return distribution over the 90 days horizon. Simply put, 30% of bonds are less volatile than SIMON, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SIMON Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SIMON's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SIMON PPTY GROUP, and traders can use it to determine the average amount a SIMON'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 = -0.1851
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| Negative Returns | 828807CT2 |
Estimated Market Risk
| 3.43 actual daily | 30 70% of assets are more volatile |
Expected Return
| -0.64 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SIMON 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 SIMON by adding SIMON to a well-diversified portfolio.
About SIMON Performance
By analyzing SIMON's fundamental ratios, stakeholders can gain valuable insights into SIMON's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SIMON 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 SIMON has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SIMON PPTY GROUP generated a negative expected return over the last 90 days | |
| SIMON PPTY GROUP has high historical volatility and very poor performance |
Other Information on Investing in SIMON Bond
SIMON financial ratios help investors to determine whether SIMON 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 SIMON with respect to the benefits of owning SIMON security.