TIMKEN 45 percent Performance
| 887389AK0 | 94.92 3.87 3.92% |
The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TIMKEN are expected to decrease at a much lower rate. During the bear market, TIMKEN is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days TIMKEN 45 percent has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, TIMKEN is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.059 |
TIMKEN |
TIMKEN Relative Risk vs. Return Landscape
If you would invest 9,817 in TIMKEN 45 percent on December 26, 2024 and sell it today you would lose (387.00) from holding TIMKEN 45 percent or give up 3.94% of portfolio value over 90 days. TIMKEN 45 percent is generating negative expected returns and assumes 0.7197% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than TIMKEN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TIMKEN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TIMKEN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as TIMKEN 45 percent, and traders can use it to determine the average amount a TIMKEN'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 = -0.1361
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 887389AK0 |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average TIMKEN 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 TIMKEN by adding TIMKEN to a well-diversified portfolio.
About TIMKEN Performance
By analyzing TIMKEN's fundamental ratios, stakeholders can gain valuable insights into TIMKEN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if TIMKEN 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 TIMKEN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| TIMKEN 45 percent generated a negative expected return over the last 90 days |
Other Information on Investing in TIMKEN Bond
TIMKEN financial ratios help investors to determine whether TIMKEN 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 TIMKEN with respect to the benefits of owning TIMKEN security.