KEY 4789 01 JUN 33 Performance
| 49326EEN9 | 94.55 0.54 0.57% |
The bond shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 49326EEN9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 49326EEN9 is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days KEY 4789 01 JUN 33 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 49326EEN9 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
49326EEN9 |
49326EEN9 Relative Risk vs. Return Landscape
If you would invest 9,998 in KEY 4789 01 JUN 33 on September 24, 2024 and sell it today you would lose (270.00) from holding KEY 4789 01 JUN 33 or give up 2.7% of portfolio value over 90 days. KEY 4789 01 JUN 33 is generating negative expected returns and assumes 0.6191% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than 49326EEN9, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
49326EEN9 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 49326EEN9's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as KEY 4789 01 JUN 33, and traders can use it to determine the average amount a 49326EEN9'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 = -0.0671
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 49326EEN9 |
Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 49326EEN9 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 49326EEN9 by adding 49326EEN9 to a well-diversified portfolio.
About 49326EEN9 Performance
By analyzing 49326EEN9's fundamental ratios, stakeholders can gain valuable insights into 49326EEN9's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 49326EEN9 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 49326EEN9 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| KEY 4789 01 generated a negative expected return over the last 90 days |
Other Information on Investing in 49326EEN9 Bond
49326EEN9 financial ratios help investors to determine whether 49326EEN9 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 49326EEN9 with respect to the benefits of owning 49326EEN9 security.