Ei Du Pont Preferred Stock Performance
| CTA-P-A Preferred Stock | 55.85 0.73 1.32% |
The firm owns a Beta (Systematic Risk) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, EI Du's returns are expected to increase less than the market. However, during the bear market, the loss of holding EI Du is expected to be smaller as well. At this point, EI du Pont has a negative expected return of -0.36%. Please make sure to confirm EI Du's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if EI du Pont performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
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Over the last 90 days EI du Pont has generated negative risk-adjusted returns adding no value to investors with long positions. Despite inconsistent performance in the last few months, the Preferred Stock's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
CTA-P-A |
EI Du Relative Risk vs. Return Landscape
If you would invest 6,589 in EI du Pont on September 29, 2024 and sell it today you would lose (1,004) from holding EI du Pont or give up 15.24% of portfolio value over 90 days. EI du Pont is generating negative expected returns and assumes 2.1131% volatility on return distribution over the 90 days horizon. Simply put, 18% of preferred stocks are less volatile than CTA-P-A, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
EI Du Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EI Du's investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as EI du Pont, and traders can use it to determine the average amount a EI Du'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 = -0.171
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CTA-P-A |
Estimated Market Risk
| 2.11 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.36 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EI Du 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 EI Du by adding EI Du to a well-diversified portfolio.
About EI Du Performance
By analyzing EI Du's fundamental ratios, stakeholders can gain valuable insights into EI Du's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if EI Du 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 EI Du has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about EI du Pont performance evaluation
Checking the ongoing alerts about EI Du for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for EI du Pont help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| EI du Pont generated a negative expected return over the last 90 days |
- Analyzing EI Du's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether EI Du's stock is overvalued or undervalued compared to its peers.
- Examining EI Du's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating EI Du's management team can have a significant impact on its success or failure. Reviewing the track record and experience of EI Du's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of EI Du's preferred stock. These opinions can provide insight into EI Du's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CTA-P-A Preferred Stock analysis
When running EI Du's price analysis, check to measure EI Du's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy EI Du is operating at the current time. Most of EI Du's value examination focuses on studying past and present price action to predict the probability of EI Du's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EI Du's price. Additionally, you may evaluate how the addition of EI Du to your portfolios can decrease your overall portfolio volatility.
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