SJM 275 15 SEP 41 Performance
| 832696AV0 | 70.48 0.97 1.40% |
The bond shows a Beta (market volatility) of -0.0405, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 832696AV0 are expected to decrease at a much lower rate. During the bear market, 832696AV0 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days SJM 275 15 SEP 41 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 832696AV0 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
832696AV0 |
832696AV0 Relative Risk vs. Return Landscape
If you would invest 7,195 in SJM 275 15 SEP 41 on September 16, 2024 and sell it today you would lose (147.00) from holding SJM 275 15 SEP 41 or give up 2.04% of portfolio value over 90 days. SJM 275 15 SEP 41 is generating negative expected returns and assumes 2.9921% volatility on return distribution over the 90 days horizon. Simply put, 26% of bonds are less volatile than 832696AV0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
832696AV0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 832696AV0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SJM 275 15 SEP 41, and traders can use it to determine the average amount a 832696AV0'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 = -0.0136
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| Negative Returns | 832696AV0 |
Estimated Market Risk
| 2.99 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 832696AV0 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 832696AV0 by adding 832696AV0 to a well-diversified portfolio.
About 832696AV0 Performance
By analyzing 832696AV0's fundamental ratios, stakeholders can gain valuable insights into 832696AV0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 832696AV0 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 832696AV0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SJM 275 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 832696AV0 Bond
832696AV0 financial ratios help investors to determine whether 832696AV0 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 832696AV0 with respect to the benefits of owning 832696AV0 security.