LYB INTERNATIONAL FINANCE Performance
| 50249AAA1 | 78.54 1.11 1.39% |
The bond owns a Beta (Systematic Risk) of -0.0421, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 50249AAA1 are expected to decrease at a much lower rate. During the bear market, 50249AAA1 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days LYB INTERNATIONAL FINANCE has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile 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 LYB INTERNATIONAL FINANCE investors. ...more
| Yield To Maturity | 6.500 |
50249AAA1 |
50249AAA1 Relative Risk vs. Return Landscape
If you would invest 8,159 in LYB INTERNATIONAL FINANCE on September 5, 2024 and sell it today you would lose (1,049) from holding LYB INTERNATIONAL FINANCE or give up 12.86% of portfolio value over 90 days. LYB INTERNATIONAL FINANCE is generating negative expected returns and assumes 1.4321% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than 50249AAA1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
50249AAA1 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 50249AAA1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as LYB INTERNATIONAL FINANCE, and traders can use it to determine the average amount a 50249AAA1'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 = -0.1526
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| Negative Returns | 50249AAA1 |
Estimated Market Risk
| 1.43 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 50249AAA1 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 50249AAA1 by adding 50249AAA1 to a well-diversified portfolio.
About 50249AAA1 Performance
By analyzing 50249AAA1's fundamental ratios, stakeholders can gain valuable insights into 50249AAA1's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 50249AAA1 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 50249AAA1 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| 50249AAA1 generated a negative expected return over the last 90 days |
Other Information on Investing in 50249AAA1 Bond
50249AAA1 financial ratios help investors to determine whether 50249AAA1 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 50249AAA1 with respect to the benefits of owning 50249AAA1 security.