SO 515 15 SEP 32 Performance
| 8426EPAF5 | 96.15 4.44 4.41% |
The bond owns a Beta (Systematic Risk) of -0.0878, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 8426EPAF5 are expected to decrease at a much lower rate. During the bear market, 8426EPAF5 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days SO 515 15 SEP 32 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Bond's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for SO 515 15 SEP 32 shareholders. ...more
8426EPAF5 |
8426EPAF5 Relative Risk vs. Return Landscape
If you would invest 10,371 in SO 515 15 SEP 32 on September 19, 2024 and sell it today you would lose (756.00) from holding SO 515 15 SEP 32 or give up 7.29% of portfolio value over 90 days. SO 515 15 SEP 32 is generating negative expected returns and assumes 1.2332% volatility on return distribution over the 90 days horizon. Simply put, 10% of bonds are less volatile than 8426EPAF5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
8426EPAF5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 8426EPAF5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SO 515 15 SEP 32, and traders can use it to determine the average amount a 8426EPAF5'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 = -0.1054
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| Negative Returns | 8426EPAF5 |
Estimated Market Risk
| 1.23 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 8426EPAF5 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 8426EPAF5 by adding 8426EPAF5 to a well-diversified portfolio.
About 8426EPAF5 Performance
By analyzing 8426EPAF5's fundamental ratios, stakeholders can gain valuable insights into 8426EPAF5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 8426EPAF5 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 8426EPAF5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SO 515 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 8426EPAF5 Bond
8426EPAF5 financial ratios help investors to determine whether 8426EPAF5 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 8426EPAF5 with respect to the benefits of owning 8426EPAF5 security.