Six Flags Theme Performance
| 83001WAC8 | 100.41 0.28 0.28% |
The bond shows a Beta (market volatility) of 0.021, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 83001WAC8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 83001WAC8 is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Six Flags Theme are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 83001WAC8 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 7.037 |
83001WAC8 |
83001WAC8 Relative Risk vs. Return Landscape
If you would invest 10,008 in Six Flags Theme on September 20, 2024 and sell it today you would earn a total of 164.00 from holding Six Flags Theme or generate 1.64% return on investment over 90 days. Six Flags Theme is generating 0.0565% of daily returns and assumes 0.3095% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than 83001WAC8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
83001WAC8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 83001WAC8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Six Flags Theme, and traders can use it to determine the average amount a 83001WAC8'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 = 0.1826
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Estimated Market Risk
| 0.31 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average 83001WAC8 is performing at about 14% 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 83001WAC8 by adding it to a well-diversified portfolio.
About 83001WAC8 Performance
By analyzing 83001WAC8's fundamental ratios, stakeholders can gain valuable insights into 83001WAC8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 83001WAC8 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 83001WAC8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.