TAISEM 3125 25 OCT 41 Performance
| 872898AD3 | 76.53 1.34 1.72% |
The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TAISEM are expected to decrease at a much lower rate. During the bear market, TAISEM is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days TAISEM 3125 25 OCT 41 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, TAISEM is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
TAISEM |
TAISEM Relative Risk vs. Return Landscape
If you would invest 7,664 in TAISEM 3125 25 OCT 41 on December 27, 2024 and sell it today you would lose (11.00) from holding TAISEM 3125 25 OCT 41 or give up 0.14% of portfolio value over 90 days. TAISEM 3125 25 OCT 41 is generating 2.0E-4% of daily returns and assumes 0.8768% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than TAISEM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TAISEM Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TAISEM's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as TAISEM 3125 25 OCT 41, and traders can use it to determine the average amount a TAISEM'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 = 3.0E-4
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| Negative Returns | 872898AD3 |
Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average TAISEM 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 TAISEM by adding TAISEM to a well-diversified portfolio.
About TAISEM Performance
By analyzing TAISEM's fundamental ratios, stakeholders can gain valuable insights into TAISEM's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if TAISEM 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 TAISEM has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.