SELECT INCOME REIT Performance
| 81618TAC4 | 93.85 5.41 5.45% |
The entity has a beta of -0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SELECT are expected to decrease at a much lower rate. During the bear market, SELECT is likely to outperform the market.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in SELECT INCOME REIT are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, SELECT may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Yield To Maturity | 21.099 |
SELECT |
SELECT Relative Risk vs. Return Landscape
If you would invest 8,707 in SELECT INCOME REIT on September 12, 2024 and sell it today you would earn a total of 678.00 from holding SELECT INCOME REIT or generate 7.79% return on investment over 90 days. SELECT INCOME REIT is generating 0.1385% of daily returns and assumes 1.8013% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than SELECT, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SELECT Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SELECT's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SELECT INCOME REIT, and traders can use it to determine the average amount a SELECT'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 = 0.0769
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| Cash | Small Risk | 81618TAC4 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.8 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average SELECT is performing at about 6% of its full potential. 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 SELECT by adding it to a well-diversified portfolio.
About SELECT Performance
By analyzing SELECT's fundamental ratios, stakeholders can gain valuable insights into SELECT's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SELECT 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 SELECT has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.