HEXWIN 5375 31 OCT 26 Performance
| 12674CAA1 | 84.55 13.33 13.62% |
The bond retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HEXWIN's returns are expected to increase less than the market. However, during the bear market, the loss of holding HEXWIN is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days HEXWIN 5375 31 OCT 26 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 HEXWIN 5375 31 OCT 26 investors. ...more
HEXWIN |
HEXWIN Relative Risk vs. Return Landscape
If you would invest 9,825 in HEXWIN 5375 31 OCT 26 on September 18, 2024 and sell it today you would lose (1,370) from holding HEXWIN 5375 31 OCT 26 or give up 13.94% of portfolio value over 90 days. HEXWIN 5375 31 OCT 26 is generating negative expected returns and assumes 3.1459% volatility on return distribution over the 90 days horizon. Simply put, 28% of bonds are less volatile than HEXWIN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HEXWIN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HEXWIN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as HEXWIN 5375 31 OCT 26, and traders can use it to determine the average amount a HEXWIN'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 = -0.2339
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| Negative Returns | 12674CAA1 |
Estimated Market Risk
| 3.15 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.74 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HEXWIN 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 HEXWIN by adding HEXWIN to a well-diversified portfolio.
About HEXWIN Performance
By analyzing HEXWIN's fundamental ratios, stakeholders can gain valuable insights into HEXWIN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if HEXWIN 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 HEXWIN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| HEXWIN 5375 31 generated a negative expected return over the last 90 days | |
| HEXWIN 5375 31 has high historical volatility and very poor performance |
Other Information on Investing in HEXWIN Bond
HEXWIN financial ratios help investors to determine whether HEXWIN 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 HEXWIN with respect to the benefits of owning HEXWIN security.