BHCCN 11 30 SEP 28 Performance

071734AQ0   75.00  23.00  23.47%   
The bond owns a Beta (Systematic Risk) of 0.85, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BHCCN's returns are expected to increase less than the market. However, during the bear market, the loss of holding BHCCN is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days BHCCN 11 30 SEP 28 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for BHCCN 11 30 SEP 28 investors. ...more
  

BHCCN Relative Risk vs. Return Landscape

If you would invest  9,125  in BHCCN 11 30 SEP 28 on September 6, 2024 and sell it today you would lose (1,625) from holding BHCCN 11 30 SEP 28 or give up 17.81% of portfolio value over 90 days. BHCCN 11 30 SEP 28 is generating negative expected returns and assumes 3.2741% volatility on return distribution over the 90 days horizon. Simply put, 29% of bonds are less volatile than BHCCN, 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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Assuming the 90 days trading horizon BHCCN is expected to under-perform the market. In addition to that, the company is 4.48 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.24 per unit of volatility.

BHCCN Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for BHCCN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BHCCN 11 30 SEP 28, and traders can use it to determine the average amount a BHCCN'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 = -0.0861

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Estimated Market Risk

 3.27
  actual daily
29
71% of assets are more volatile

Expected Return

 -0.28
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.09
  actual daily
0
Most of other assets perform better
Based on monthly moving average BHCCN 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 BHCCN by adding BHCCN to a well-diversified portfolio.

About BHCCN Performance

By analyzing BHCCN's fundamental ratios, stakeholders can gain valuable insights into BHCCN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BHCCN 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 BHCCN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
BHCCN 11 30 generated a negative expected return over the last 90 days
BHCCN 11 30 has high historical volatility and very poor performance

Other Information on Investing in BHCCN Bond

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