BLK 21 25 FEB 32 Performance
| 09247XAS0 | 82.76 1.23 1.46% |
The bond shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 09247XAS0 are expected to decrease at a much lower rate. During the bear market, 09247XAS0 is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days BLK 21 25 FEB 32 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 09247XAS0 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
09247XAS0 |
09247XAS0 Relative Risk vs. Return Landscape
If you would invest 8,600 in BLK 21 25 FEB 32 on September 4, 2024 and sell it today you would lose (324.00) from holding BLK 21 25 FEB 32 or give up 3.77% of portfolio value over 90 days. BLK 21 25 FEB 32 is generating negative expected returns and assumes 0.7148% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than 09247XAS0, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
09247XAS0 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 09247XAS0's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BLK 21 25 FEB 32, and traders can use it to determine the average amount a 09247XAS0'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 = -0.0845
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 09247XAS0 |
Estimated Market Risk
| 0.71 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.06 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 09247XAS0 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 09247XAS0 by adding 09247XAS0 to a well-diversified portfolio.
About 09247XAS0 Performance
By analyzing 09247XAS0's fundamental ratios, stakeholders can gain valuable insights into 09247XAS0's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 09247XAS0 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 09247XAS0 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BLK 21 25 generated a negative expected return over the last 90 days |
Other Information on Investing in 09247XAS0 Bond
09247XAS0 financial ratios help investors to determine whether 09247XAS0 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 09247XAS0 with respect to the benefits of owning 09247XAS0 security.