ATO 285 15 FEB 52 Performance
| 049560AW5 | 66.17 3.26 5.18% |
The bond shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 049560AW5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 049560AW5 is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in ATO 285 15 FEB 52 are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 049560AW5 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
049560AW5 |
049560AW5 Relative Risk vs. Return Landscape
If you would invest 6,755 in ATO 285 15 FEB 52 on September 20, 2024 and sell it today you would earn a total of 620.00 from holding ATO 285 15 FEB 52 or generate 9.18% return on investment over 90 days. ATO 285 15 FEB 52 is generating 0.2326% of daily returns and assumes 2.236% volatility on return distribution over the 90 days horizon. Simply put, 19% of bonds are less volatile than 049560AW5, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
049560AW5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 049560AW5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ATO 285 15 FEB 52, and traders can use it to determine the average amount a 049560AW5'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 = 0.104
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Estimated Market Risk
| 2.24 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average 049560AW5 is performing at about 8% 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 049560AW5 by adding it to a well-diversified portfolio.
About 049560AW5 Performance
By analyzing 049560AW5's fundamental ratios, stakeholders can gain valuable insights into 049560AW5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 049560AW5 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 049560AW5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
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Other Information on Investing in 049560AW5 Bond
049560AW5 financial ratios help investors to determine whether 049560AW5 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 049560AW5 with respect to the benefits of owning 049560AW5 security.