UNANA 2625 12 AUG 51 Performance

904764BR7   70.81  4.98  7.56%   
The entity owns a Beta (Systematic Risk) of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UNANA's returns are expected to increase less than the market. However, during the bear market, the loss of holding UNANA is expected to be smaller as well.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in UNANA 2625 12 AUG 51 are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, UNANA may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
  

UNANA Relative Risk vs. Return Landscape

If you would invest  6,926  in UNANA 2625 12 AUG 51 on September 6, 2024 and sell it today you would earn a total of  155.00  from holding UNANA 2625 12 AUG 51 or generate 2.24% return on investment over 90 days. UNANA 2625 12 AUG 51 is generating 0.1066% of daily returns and assumes 2.1324% volatility on return distribution over the 90 days horizon. Simply put, 18% of bonds are less volatile than UNANA, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon UNANA is expected to generate 1.63 times less return on investment than the market. In addition to that, the company is 2.92 times more volatile than its market benchmark. It trades about 0.05 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.24 per unit of volatility.

UNANA Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for UNANA's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as UNANA 2625 12 AUG 51, and traders can use it to determine the average amount a UNANA'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 = 0.05

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Estimated Market Risk

 2.13
  actual daily
18
82% of assets are more volatile

Expected Return

 0.11
  actual daily
2
98% of assets have higher returns

Risk-Adjusted Return

 0.05
  actual daily
3
97% of assets perform better
Based on monthly moving average UNANA is performing at about 3% 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 UNANA by adding it to a well-diversified portfolio.

About UNANA Performance

By analyzing UNANA's fundamental ratios, stakeholders can gain valuable insights into UNANA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if UNANA 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 UNANA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.