TRAVELERS INC 405 Performance
| 89417EAN9 | 78.35 0.00 0.00% |
The entity owns a Beta (Systematic Risk) of -0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning TRAVELERS are expected to decrease at a much lower rate. During the bear market, TRAVELERS is likely to outperform the market.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in TRAVELERS INC 405 are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, TRAVELERS sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 5.794 |
TRAVELERS |
TRAVELERS Relative Risk vs. Return Landscape
If you would invest 8,215 in TRAVELERS INC 405 on October 22, 2024 and sell it today you would earn a total of 575.00 from holding TRAVELERS INC 405 or generate 7.0% return on investment over 90 days. TRAVELERS INC 405 is generating 0.2613% of daily returns and assumes 3.255% volatility on return distribution over the 90 days horizon. Simply put, 29% of bonds are less volatile than TRAVELERS, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TRAVELERS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TRAVELERS's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as TRAVELERS INC 405, and traders can use it to determine the average amount a TRAVELERS'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 = 0.0803
| Best Portfolio | Best Equity | |||
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| Small Returns | 89417EAN9 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 3.26 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.26 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average TRAVELERS is performing at about 6% of its full potential. 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 TRAVELERS by adding it to a well-diversified portfolio.
About TRAVELERS Performance
By analyzing TRAVELERS's fundamental ratios, stakeholders can gain valuable insights into TRAVELERS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if TRAVELERS 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 TRAVELERS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| TRAVELERS INC 405 had very high historical volatility over the last 90 days |
Other Information on Investing in TRAVELERS Bond
TRAVELERS financial ratios help investors to determine whether TRAVELERS 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 TRAVELERS with respect to the benefits of owning TRAVELERS security.