US78490FLW76 Performance
| 78490FLW7 | 75.11 13.80 15.52% |
The bond owns a Beta (Systematic Risk) of 1.17, 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, 78490FLW7 will likely underperform.
Risk-Adjusted Performance
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Over the last 90 days US78490FLW76 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 US78490FLW76 investors. ...more
78490FLW7 |
78490FLW7 Relative Risk vs. Return Landscape
If you would invest 8,697 in US78490FLW76 on September 29, 2024 and sell it today you would lose (897.00) from holding US78490FLW76 or give up 10.31% of portfolio value over 90 days. US78490FLW76 is generating negative expected returns and assumes 5.4547% volatility on return distribution over the 90 days horizon. Simply put, 48% of bonds are less volatile than 78490FLW7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
78490FLW7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 78490FLW7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US78490FLW76, and traders can use it to determine the average amount a 78490FLW7'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 = -0.0491
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| Negative Returns | 78490FLW7 |
Estimated Market Risk
| 5.45 actual daily | 48 52% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 78490FLW7 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 78490FLW7 by adding 78490FLW7 to a well-diversified portfolio.
About 78490FLW7 Performance
By analyzing 78490FLW7's fundamental ratios, stakeholders can gain valuable insights into 78490FLW7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 78490FLW7 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 78490FLW7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US78490FLW76 generated a negative expected return over the last 90 days | |
| US78490FLW76 has high historical volatility and very poor performance |
Other Information on Investing in 78490FLW7 Bond
78490FLW7 financial ratios help investors to determine whether 78490FLW7 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 78490FLW7 with respect to the benefits of owning 78490FLW7 security.