ORBIA 675 19 SEP 42 Performance
| P57908AE8 | 96.33 0.67 0.69% |
The bond owns a Beta (Systematic Risk) of -0.0387, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ORBIA are expected to decrease at a much lower rate. During the bear market, ORBIA is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in ORBIA 675 19 SEP 42 are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, ORBIA may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
ORBIA |
ORBIA Relative Risk vs. Return Landscape
If you would invest 9,475 in ORBIA 675 19 SEP 42 on December 25, 2024 and sell it today you would earn a total of 225.00 from holding ORBIA 675 19 SEP 42 or generate 2.37% return on investment over 90 days. ORBIA 675 19 SEP 42 is generating 0.1846% of daily returns and assumes 0.9186% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than ORBIA, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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ORBIA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ORBIA's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ORBIA 675 19 SEP 42, and traders can use it to determine the average amount a ORBIA'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 = 0.2009
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Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average ORBIA is performing at about 15% 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 ORBIA by adding it to a well-diversified portfolio.
About ORBIA Performance
By analyzing ORBIA's fundamental ratios, stakeholders can gain valuable insights into ORBIA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ORBIA 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 ORBIA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.