LOCKHEED MARTIN P Performance
| 539830AZ2 | 92.31 4.34 4.49% |
The bond owns a Beta (Systematic Risk) of -0.0912, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LOCKHEED are expected to decrease at a much lower rate. During the bear market, LOCKHEED is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days LOCKHEED MARTIN P has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile 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 LOCKHEED MARTIN P investors. ...more
| Yield To Maturity | 6.098 |
LOCKHEED |
LOCKHEED Relative Risk vs. Return Landscape
If you would invest 10,120 in LOCKHEED MARTIN P on September 14, 2024 and sell it today you would lose (889.00) from holding LOCKHEED MARTIN P or give up 8.78% of portfolio value over 90 days. LOCKHEED MARTIN P is generating negative expected returns and assumes 1.1933% volatility on return distribution over the 90 days horizon. Simply put, 10% of bonds are less volatile than LOCKHEED, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
LOCKHEED Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for LOCKHEED's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as LOCKHEED MARTIN P, and traders can use it to determine the average amount a LOCKHEED'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 = -0.1774
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| Negative Returns | 539830AZ2 |
Estimated Market Risk
| 1.19 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average LOCKHEED 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 LOCKHEED by adding LOCKHEED to a well-diversified portfolio.
About LOCKHEED Performance
By analyzing LOCKHEED's fundamental ratios, stakeholders can gain valuable insights into LOCKHEED's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if LOCKHEED 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 LOCKHEED has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| LOCKHEED MARTIN P generated a negative expected return over the last 90 days |
Other Information on Investing in LOCKHEED Bond
LOCKHEED financial ratios help investors to determine whether LOCKHEED 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 LOCKHEED with respect to the benefits of owning LOCKHEED security.