V F P Performance
| 918204AR9 | 110.55 11.58 11.70% |
The entity shows a Beta (market volatility) of -0.0901, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 918204AR9 are expected to decrease at a much lower rate. During the bear market, 918204AR9 is likely to outperform the market.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in V F P are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat fragile basic indicators, 918204AR9 may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Yield To Maturity | 6.941 |
918204AR9 |
918204AR9 Relative Risk vs. Return Landscape
If you would invest 9,941 in V F P on September 2, 2024 and sell it today you would earn a total of 1,114 from holding V F P or generate 11.21% return on investment over 90 days. V F P is generating 0.1972% of daily returns and assumes 1.903% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than 918204AR9, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
918204AR9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 918204AR9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as V F P, and traders can use it to determine the average amount a 918204AR9'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 = 0.1036
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 918204AR9 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.9 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average 918204AR9 is performing at about 8% 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 918204AR9 by adding it to a well-diversified portfolio.
About 918204AR9 Performance
By analyzing 918204AR9's fundamental ratios, stakeholders can gain valuable insights into 918204AR9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 918204AR9 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 918204AR9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.