LMT 59 15 NOV 63 Performance
| 539830BY4 | 113.90 5.93 5.49% |
The bond shows a Beta (market volatility) of -0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 539830BY4 are expected to decrease at a much lower rate. During the bear market, 539830BY4 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days LMT 59 15 NOV 63 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 539830BY4 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
539830BY4 |
539830BY4 Relative Risk vs. Return Landscape
If you would invest 11,699 in LMT 59 15 NOV 63 on September 15, 2024 and sell it today you would lose (309.00) from holding LMT 59 15 NOV 63 or give up 2.64% of portfolio value over 90 days. LMT 59 15 NOV 63 is generating negative expected returns and assumes 1.2489% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than 539830BY4, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
539830BY4 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 539830BY4's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as LMT 59 15 NOV 63, and traders can use it to determine the average amount a 539830BY4'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 = -0.0315
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| Negative Returns | 539830BY4 |
Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 539830BY4 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 539830BY4 by adding 539830BY4 to a well-diversified portfolio.
About 539830BY4 Performance
By analyzing 539830BY4's fundamental ratios, stakeholders can gain valuable insights into 539830BY4's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 539830BY4 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 539830BY4 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| LMT 59 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 539830BY4 Bond
539830BY4 financial ratios help investors to determine whether 539830BY4 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 539830BY4 with respect to the benefits of owning 539830BY4 security.