EMN 575 08 MAR 33 Performance
| 277432AX8 | 102.63 1.11 1.07% |
The bond shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 277432AX8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 277432AX8 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days EMN 575 08 MAR 33 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting 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 EMN 575 08 MAR 33 investors. ...more
277432AX8 |
277432AX8 Relative Risk vs. Return Landscape
If you would invest 10,548 in EMN 575 08 MAR 33 on September 5, 2024 and sell it today you would lose (1,250) from holding EMN 575 08 MAR 33 or give up 11.85% of portfolio value over 90 days. EMN 575 08 MAR 33 is generating negative expected returns and assumes 1.4042% volatility on return distribution over the 90 days horizon. Simply put, 12% of bonds are less volatile than 277432AX8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
277432AX8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 277432AX8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as EMN 575 08 MAR 33, and traders can use it to determine the average amount a 277432AX8'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 = -0.1448
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| Negative Returns | 277432AX8 |
Estimated Market Risk
| 1.4 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 277432AX8 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 277432AX8 by adding 277432AX8 to a well-diversified portfolio.
About 277432AX8 Performance
By analyzing 277432AX8's fundamental ratios, stakeholders can gain valuable insights into 277432AX8's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 277432AX8 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 277432AX8 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| EMN 575 08 generated a negative expected return over the last 90 days |
Other Information on Investing in 277432AX8 Bond
277432AX8 financial ratios help investors to determine whether 277432AX8 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 277432AX8 with respect to the benefits of owning 277432AX8 security.