XEL 175 15 MAR 27 Performance
| 98388MAB3 | 90.12 4.33 4.58% |
The bond shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 98388MAB3's returns are expected to increase less than the market. However, during the bear market, the loss of holding 98388MAB3 is expected to be smaller as well.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in XEL 175 15 MAR 27 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 98388MAB3 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
98388MAB3 |
98388MAB3 Relative Risk vs. Return Landscape
If you would invest 9,346 in XEL 175 15 MAR 27 on December 17, 2024 and sell it today you would earn a total of 77.00 from holding XEL 175 15 MAR 27 or generate 0.82% return on investment over 90 days. XEL 175 15 MAR 27 is generating 0.0212% of daily returns and assumes 0.9479% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 98388MAB3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
98388MAB3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 98388MAB3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as XEL 175 15 MAR 27, and traders can use it to determine the average amount a 98388MAB3'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 = 0.0223
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 98388MAB3 |
Estimated Market Risk
| 0.95 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average 98388MAB3 is performing at about 1% 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 98388MAB3 by adding it to a well-diversified portfolio.
About 98388MAB3 Performance
By analyzing 98388MAB3's fundamental ratios, stakeholders can gain valuable insights into 98388MAB3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 98388MAB3 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 98388MAB3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.