AL 22 15 JAN 27 Performance
| 00914AAR3 | 91.72 3.34 3.51% |
The bond owns a Beta (Systematic Risk) of -0.0187, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 00914AAR3 are expected to decrease at a much lower rate. During the bear market, 00914AAR3 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days AL 22 15 JAN 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 00914AAR3 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
00914AAR3 |
00914AAR3 Relative Risk vs. Return Landscape
If you would invest 9,517 in AL 22 15 JAN 27 on September 12, 2024 and sell it today you would lose (239.00) from holding AL 22 15 JAN 27 or give up 2.51% of portfolio value over 90 days. AL 22 15 JAN 27 is generating negative expected returns and assumes 0.5113% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than 00914AAR3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
00914AAR3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00914AAR3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AL 22 15 JAN 27, and traders can use it to determine the average amount a 00914AAR3'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 = -0.079
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| Negative Returns | 00914AAR3 |
Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 00914AAR3 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 00914AAR3 by adding 00914AAR3 to a well-diversified portfolio.
About 00914AAR3 Performance
By analyzing 00914AAR3's fundamental ratios, stakeholders can gain valuable insights into 00914AAR3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 00914AAR3 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 00914AAR3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 00914AAR3 generated a negative expected return over the last 90 days |
Other Information on Investing in 00914AAR3 Bond
00914AAR3 financial ratios help investors to determine whether 00914AAR3 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 00914AAR3 with respect to the benefits of owning 00914AAR3 security.