BAT CAPITAL P Performance
| 05526DBS3 | 81.93 6.05 6.88% |
The entity shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 05526DBS3 are expected to decrease at a much lower rate. During the bear market, 05526DBS3 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days BAT CAPITAL P has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unfluctuating performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for BAT CAPITAL P investors. ...more
| Yield To Maturity | 6.814 |
05526DBS3 |
05526DBS3 Relative Risk vs. Return Landscape
If you would invest 8,827 in BAT CAPITAL P on September 2, 2024 and sell it today you would lose (634.00) from holding BAT CAPITAL P or give up 7.18% of portfolio value over 90 days. BAT CAPITAL P is generating negative expected returns and assumes 0.9359% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 05526DBS3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
05526DBS3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05526DBS3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BAT CAPITAL P, and traders can use it to determine the average amount a 05526DBS3'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 = -0.1236
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| Negative Returns | 05526DBS3 |
Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 05526DBS3 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 05526DBS3 by adding 05526DBS3 to a well-diversified portfolio.
About 05526DBS3 Performance
By analyzing 05526DBS3's fundamental ratios, stakeholders can gain valuable insights into 05526DBS3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 05526DBS3 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 05526DBS3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BAT CAPITAL P generated a negative expected return over the last 90 days |
Other Information on Investing in 05526DBS3 Bond
05526DBS3 financial ratios help investors to determine whether 05526DBS3 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 05526DBS3 with respect to the benefits of owning 05526DBS3 security.