ATO 285 15 FEB 52 Performance
| 049560AW5 | 66.17 3.26 5.18% |
The bond shows a Beta (market volatility) of -1.03, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning 049560AW5 are expected to decrease slowly. On the other hand, during market turmoil, 049560AW5 is expected to outperform it slightly.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
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Compared to the overall equity markets, risk-adjusted returns on investments in ATO 285 15 FEB 52 are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 049560AW5 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
049560AW5 |
049560AW5 Relative Risk vs. Return Landscape
If you would invest 6,771 in ATO 285 15 FEB 52 on September 21, 2024 and sell it today you would earn a total of 604.00 from holding ATO 285 15 FEB 52 or generate 8.92% return on investment over 90 days. ATO 285 15 FEB 52 is generating 0.2325% of daily returns and assumes 2.2638% volatility on return distribution over the 90 days horizon. Simply put, 20% of bonds are less volatile than 049560AW5, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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049560AW5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 049560AW5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ATO 285 15 FEB 52, and traders can use it to determine the average amount a 049560AW5'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 = 0.1027
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Estimated Market Risk
| 2.26 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average 049560AW5 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 049560AW5 by adding it to a well-diversified portfolio.
About 049560AW5 Performance
By analyzing 049560AW5's fundamental ratios, stakeholders can gain valuable insights into 049560AW5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 049560AW5 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 049560AW5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.