MASSACHUSETTS INST TECHNOLOGY Performance

575718AB7   85.47  1.27  1.46%   
The entity secures a Beta (Market Risk) of 0.77, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MASSACHUSETTS's returns are expected to increase less than the market. However, during the bear market, the loss of holding MASSACHUSETTS is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days MASSACHUSETTS INST TECHNOLOGY has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, MASSACHUSETTS is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Yield To Maturity5.681
  

MASSACHUSETTS Relative Risk vs. Return Landscape

If you would invest  9,539  in MASSACHUSETTS INST TECHNOLOGY on September 25, 2024 and sell it today you would lose (358.00) from holding MASSACHUSETTS INST TECHNOLOGY or give up 3.75% of portfolio value over 90 days. MASSACHUSETTS INST TECHNOLOGY is generating negative expected returns and assumes 1.5452% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than MASSACHUSETTS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon MASSACHUSETTS is expected to under-perform the market. In addition to that, the company is 1.92 times more volatile than its market benchmark. It trades about -0.03 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.05 per unit of volatility.

MASSACHUSETTS Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for MASSACHUSETTS's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as MASSACHUSETTS INST TECHNOLOGY, and traders can use it to determine the average amount a MASSACHUSETTS'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 = -0.0325

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Negative Returns575718AB7

Estimated Market Risk

 1.55
  actual daily
13
87% of assets are more volatile

Expected Return

 -0.05
  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 MASSACHUSETTS 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 MASSACHUSETTS by adding MASSACHUSETTS to a well-diversified portfolio.

About MASSACHUSETTS Performance

By analyzing MASSACHUSETTS's fundamental ratios, stakeholders can gain valuable insights into MASSACHUSETTS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MASSACHUSETTS 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 MASSACHUSETTS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The Massachusetts Institute of Technology is a private research university in Cambridge, Massachusetts. Founded in 1861 in response to the increasing industrialization of the United States, MIT adopted a European polytechnic university model and stressed laboratory instruction in applied science and engineering.
MASSACHUSETTS INST generated a negative expected return over the last 90 days

Other Information on Investing in MASSACHUSETTS Bond

MASSACHUSETTS financial ratios help investors to determine whether MASSACHUSETTS 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 MASSACHUSETTS with respect to the benefits of owning MASSACHUSETTS security.