CBAAU 1125 15 JUN 26 Performance
| 2027A0KD0 | 91.82 3.43 3.60% |
The entity owns a Beta (Systematic Risk) of 0.0494, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CBAAU's returns are expected to increase less than the market. However, during the bear market, the loss of holding CBAAU is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days CBAAU 1125 15 JUN 26 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unsteady performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for CBAAU 1125 15 JUN 26 investors. ...more
CBAAU |
CBAAU Relative Risk vs. Return Landscape
If you would invest 9,531 in CBAAU 1125 15 JUN 26 on September 12, 2024 and sell it today you would lose (349.00) from holding CBAAU 1125 15 JUN 26 or give up 3.66% of portfolio value over 90 days. CBAAU 1125 15 JUN 26 is generating negative expected returns and assumes 0.6386% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than CBAAU, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CBAAU Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBAAU's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CBAAU 1125 15 JUN 26, and traders can use it to determine the average amount a CBAAU'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 = -0.1685
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| Negative Returns | 2027A0KD0 |
Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.11 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 CBAAU 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 CBAAU by adding CBAAU to a well-diversified portfolio.
About CBAAU Performance
By analyzing CBAAU's fundamental ratios, stakeholders can gain valuable insights into CBAAU's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CBAAU 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 CBAAU has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| CBAAU 1125 15 generated a negative expected return over the last 90 days |
Other Information on Investing in CBAAU Bond
CBAAU financial ratios help investors to determine whether CBAAU 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 CBAAU with respect to the benefits of owning CBAAU security.