PUBLIC SVC O Performance
| 744448CP4 | 95.07 2.24 2.30% |
The bond owns a Beta (Systematic Risk) of 0.0596, 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 somewhat strong basic indicators, PUBLIC is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 2.438 |
PUBLIC |
PUBLIC Relative Risk vs. Return Landscape
If you would invest 9,881 in PUBLIC SVC O on September 12, 2024 and sell it today you would lose (374.00) from holding PUBLIC SVC O or give up 3.79% of portfolio value over 90 days. PUBLIC SVC O is generating negative expected returns and assumes 0.4465% volatility on return distribution over the 90 days horizon. Simply put, 3% 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 |
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 = -0.2193
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| Negative Returns | 744448CP4 |
Estimated Market Risk
| 0.45 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 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.