ESPR 4 15 NOV 25 Performance
| 29664WAB1 | 96.75 0.00 0.00% |
The bond shows a Beta (market volatility) of 2.52, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, 29664WAB1 will likely underperform.
Risk-Adjusted Performance
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Over the last 90 days ESPR 4 15 NOV 25 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond'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 ESPR 4 15 NOV 25 investors. ...more
29664WAB1 |
29664WAB1 Relative Risk vs. Return Landscape
If you would invest 9,450 in ESPR 4 15 NOV 25 on September 12, 2024 and sell it today you would lose (1,969) from holding ESPR 4 15 NOV 25 or give up 20.84% of portfolio value over 90 days. ESPR 4 15 NOV 25 is generating negative expected returns and assumes 5.9189% volatility on return distribution over the 90 days horizon. Simply put, 52% of bonds are less volatile than 29664WAB1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
29664WAB1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 29664WAB1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ESPR 4 15 NOV 25, and traders can use it to determine the average amount a 29664WAB1'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 = -0.2287
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| Negative Returns | 29664WAB1 |
Estimated Market Risk
| 5.92 actual daily | 52 52% of assets are less volatile |
Expected Return
| -1.35 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 29664WAB1 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 29664WAB1 by adding 29664WAB1 to a well-diversified portfolio.
About 29664WAB1 Performance
By analyzing 29664WAB1's fundamental ratios, stakeholders can gain valuable insights into 29664WAB1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 29664WAB1 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 29664WAB1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ESPR 4 15 generated a negative expected return over the last 90 days | |
| ESPR 4 15 has high historical volatility and very poor performance |
Other Information on Investing in 29664WAB1 Bond
29664WAB1 financial ratios help investors to determine whether 29664WAB1 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 29664WAB1 with respect to the benefits of owning 29664WAB1 security.