SRENVX 5 02 APR 49 Performance

87089NAA8   97.28  0.00  0.00%   
The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SRENVX's returns are expected to increase less than the market. However, during the bear market, the loss of holding SRENVX is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days SRENVX 5 02 APR 49 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unsteady performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for SRENVX 5 02 APR 49 investors. ...more
  

SRENVX Relative Risk vs. Return Landscape

If you would invest  10,097  in SRENVX 5 02 APR 49 on September 3, 2024 and sell it today you would lose (369.00) from holding SRENVX 5 02 APR 49 or give up 3.65% of portfolio value over 90 days. SRENVX 5 02 APR 49 is generating negative expected returns and assumes 1.7275% volatility on return distribution over the 90 days horizon. Simply put, 15% of bonds are less volatile than SRENVX, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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       Risk  
Assuming the 90 days trading horizon SRENVX is expected to under-perform the market. In addition to that, the company is 2.32 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.2 per unit of volatility.

SRENVX Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for SRENVX's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SRENVX 5 02 APR 49, and traders can use it to determine the average amount a SRENVX'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 = -0.0745

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Estimated Market Risk

 1.73
  actual daily
15
85% of assets are more volatile

Expected Return

 -0.13
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.07
  actual daily
0
Most of other assets perform better
Based on monthly moving average SRENVX 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 SRENVX by adding SRENVX to a well-diversified portfolio.

About SRENVX Performance

By analyzing SRENVX's fundamental ratios, stakeholders can gain valuable insights into SRENVX's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SRENVX 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 SRENVX has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
SRENVX 5 02 generated a negative expected return over the last 90 days

Other Information on Investing in SRENVX Bond

SRENVX financial ratios help investors to determine whether SRENVX 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 SRENVX with respect to the benefits of owning SRENVX security.