PUBLIC SVC O Performance

744448CJ8   80.13  1.94  2.36%   
The bond owns a Beta (Systematic Risk) of 0.0396, which implies not very significant fluctuations relative to the market. As returns on the market increase, PUBLIC's returns are expected to increase less than the market. However, during the bear market, the loss of holding PUBLIC is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days PUBLIC SVC O has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest inconsistent 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 PUBLIC SVC O investors. ...more
Yield To Maturity6.533
  

PUBLIC Relative Risk vs. Return Landscape

If you would invest  8,528  in PUBLIC SVC O on September 15, 2024 and sell it today you would lose (515.00) from holding PUBLIC SVC O or give up 6.04% of portfolio value over 90 days. PUBLIC SVC O is generating negative expected returns and assumes 1.3515% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than PUBLIC, 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 PUBLIC is expected to under-perform the market. In addition to that, the company is 1.85 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 0.11 per unit of volatility.

PUBLIC Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for PUBLIC's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PUBLIC SVC O, and traders can use it to determine the average amount a PUBLIC'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 = -0.0914

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Negative Returns744448CJ8

Estimated Market Risk

 1.35
  actual daily
12
88% of assets are more volatile

Expected Return

 -0.12
  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 PUBLIC 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 PUBLIC by adding PUBLIC to a well-diversified portfolio.

About PUBLIC Performance

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

Other Information on Investing in PUBLIC Bond

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