US47216FAA57 Performance

47216FAA5   89.10  5.11  5.42%   
The bond owns a Beta (Systematic Risk) of -0.0281, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 47216FAA5 are expected to decrease at a much lower rate. During the bear market, 47216FAA5 is likely to outperform the market.

Risk-Adjusted Performance

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Over the last 90 days US47216FAA57 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 47216FAA5 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
Yield To Maturity7.391
  

47216FAA5 Relative Risk vs. Return Landscape

If you would invest  9,680  in US47216FAA57 on September 29, 2024 and sell it today you would lose (484.00) from holding US47216FAA57 or give up 5.0% of portfolio value over 90 days. US47216FAA57 is generating negative expected returns and assumes 0.8639% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 47216FAA5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon 47216FAA5 is expected to under-perform the market. In addition to that, the company is 1.07 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.03 per unit of volatility.

47216FAA5 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for 47216FAA5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US47216FAA57, and traders can use it to determine the average amount a 47216FAA5'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 = -0.093

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Negative Returns47216FAA5

Estimated Market Risk

 0.86
  actual daily
7
93% of assets are more volatile

Expected Return

 -0.08
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.09
  actual daily
0
Most of other assets perform better
Based on monthly moving average 47216FAA5 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 47216FAA5 by adding 47216FAA5 to a well-diversified portfolio.

About 47216FAA5 Performance

By analyzing 47216FAA5's fundamental ratios, stakeholders can gain valuable insights into 47216FAA5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 47216FAA5 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 47216FAA5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
US47216FAA57 generated a negative expected return over the last 90 days

Other Information on Investing in 47216FAA5 Bond

47216FAA5 financial ratios help investors to determine whether 47216FAA5 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 47216FAA5 with respect to the benefits of owning 47216FAA5 security.