OFC 275 15 APR 31 Performance
| 22003BAM8 | 75.52 10.74 12.45% |
The bond owns a Beta (Systematic Risk) of 0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 22003BAM8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 22003BAM8 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days OFC 275 15 APR 31 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest conflicting 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 OFC 275 15 APR 31 investors. ...more
22003BAM8 |
22003BAM8 Relative Risk vs. Return Landscape
If you would invest 8,671 in OFC 275 15 APR 31 on September 5, 2024 and sell it today you would lose (1,119) from holding OFC 275 15 APR 31 or give up 12.91% of portfolio value over 90 days. OFC 275 15 APR 31 is generating negative expected returns and assumes 3.659% volatility on return distribution over the 90 days horizon. Simply put, 32% of bonds are less volatile than 22003BAM8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
22003BAM8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 22003BAM8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as OFC 275 15 APR 31, and traders can use it to determine the average amount a 22003BAM8'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 = -0.048
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| Negative Returns | 22003BAM8 |
Estimated Market Risk
| 3.66 actual daily | 32 68% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 22003BAM8 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 22003BAM8 by adding 22003BAM8 to a well-diversified portfolio.
About 22003BAM8 Performance
By analyzing 22003BAM8's fundamental ratios, stakeholders can gain valuable insights into 22003BAM8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 22003BAM8 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 22003BAM8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| OFC 275 15 generated a negative expected return over the last 90 days | |
| OFC 275 15 has high historical volatility and very poor performance |
Other Information on Investing in 22003BAM8 Bond
22003BAM8 financial ratios help investors to determine whether 22003BAM8 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 22003BAM8 with respect to the benefits of owning 22003BAM8 security.