CSC Holdings 75 Performance
| 126307AY3 | 63.95 7.80 10.87% |
The bond owns a Beta (Systematic Risk) of -0.95, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning 126307AY3 are expected to decrease slowly. On the other hand, during market turmoil, 126307AY3 is expected to outperform it slightly.
Risk-Adjusted Performance
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Over the last 90 days CSC Holdings 75 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 126307AY3 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
126307AY3 |
126307AY3 Relative Risk vs. Return Landscape
If you would invest 5,925 in CSC Holdings 75 on September 12, 2024 and sell it today you would lose (100.00) from holding CSC Holdings 75 or give up 1.69% of portfolio value over 90 days. CSC Holdings 75 is generating 0.0036% of daily returns and assumes 2.6459% volatility on return distribution over the 90 days horizon. Simply put, 23% of bonds are less volatile than 126307AY3, and 99% 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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126307AY3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 126307AY3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CSC Holdings 75, and traders can use it to determine the average amount a 126307AY3'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 = 0.0014
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| Negative Returns | 126307AY3 |
Estimated Market Risk
| 2.65 actual daily | 23 77% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 126307AY3 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 126307AY3 by adding 126307AY3 to a well-diversified portfolio.
About 126307AY3 Performance
By analyzing 126307AY3's fundamental ratios, stakeholders can gain valuable insights into 126307AY3's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 126307AY3 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 126307AY3 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.