BRFSBZ 575 21 SEP 50 Performance
| 10552TAH0 | 80.23 0.00 0.00% |
The bond shows a Beta (market volatility) of 1.32, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BRFSBZ will likely underperform.
Risk-Adjusted Performance
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Over the last 90 days BRFSBZ 575 21 SEP 50 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile 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 BRFSBZ 575 21 SEP 50 investors. ...more
BRFSBZ |
BRFSBZ Relative Risk vs. Return Landscape
If you would invest 8,679 in BRFSBZ 575 21 SEP 50 on September 13, 2024 and sell it today you would lose (656.00) from holding BRFSBZ 575 21 SEP 50 or give up 7.56% of portfolio value over 90 days. BRFSBZ 575 21 SEP 50 is generating negative expected returns and assumes 2.1249% volatility on return distribution over the 90 days horizon. Simply put, 18% of bonds are less volatile than BRFSBZ, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BRFSBZ Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRFSBZ's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BRFSBZ 575 21 SEP 50, and traders can use it to determine the average amount a BRFSBZ'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 = -0.3252
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| Negative Returns | 10552TAH0 |
Estimated Market Risk
| 2.12 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.69 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.33 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BRFSBZ 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 BRFSBZ by adding BRFSBZ to a well-diversified portfolio.
About BRFSBZ Performance
By analyzing BRFSBZ's fundamental ratios, stakeholders can gain valuable insights into BRFSBZ's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BRFSBZ 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 BRFSBZ has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BRFSBZ 575 21 generated a negative expected return over the last 90 days |
Other Information on Investing in BRFSBZ Bond
BRFSBZ financial ratios help investors to determine whether BRFSBZ 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 BRFSBZ with respect to the benefits of owning BRFSBZ security.