UNITED TECHNOLOGIES P Performance

913017BT5   92.55  1.56  1.71%   
The entity has a beta of 0.0975, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UNITED's returns are expected to increase less than the market. However, during the bear market, the loss of holding UNITED is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days UNITED TECHNOLOGIES P has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, UNITED is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Yield To Maturity6.104
  

UNITED Relative Risk vs. Return Landscape

If you would invest  9,290  in UNITED TECHNOLOGIES P on September 7, 2024 and sell it today you would lose (35.00) from holding UNITED TECHNOLOGIES P or give up 0.38% of portfolio value over 90 days. UNITED TECHNOLOGIES P is generating negative expected returns and assumes 0.7% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than UNITED, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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       Risk  
Assuming the 90 days trading horizon UNITED is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.04 times less risky than the market. the firm trades about -0.01 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.2 of returns per unit of risk over similar time horizon.

UNITED Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for UNITED's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as UNITED TECHNOLOGIES P, and traders can use it to determine the average amount a UNITED'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 = -0.0056

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Negative Returns913017BT5

Estimated Market Risk

 0.7
  actual daily
6
94% of assets are more volatile

Expected Return

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Most of other assets have higher returns

Risk-Adjusted Return

 -0.01
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Most of other assets perform better
Based on monthly moving average UNITED 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 UNITED by adding UNITED to a well-diversified portfolio.

About UNITED Performance

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

Other Information on Investing in UNITED Bond

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