NAB 5132 22 NOV 24 Performance
| 63254ABG2 | 100.77 0.00 0.00% |
The entity owns a Beta (Systematic Risk) of -0.0323, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 63254ABG2 are expected to decrease at a much lower rate. During the bear market, 63254ABG2 is likely to outperform the market.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in NAB 5132 22 NOV 24 are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 63254ABG2 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
63254ABG2 |
63254ABG2 Relative Risk vs. Return Landscape
If you would invest 10,004 in NAB 5132 22 NOV 24 on September 25, 2024 and sell it today you would earn a total of 86.00 from holding NAB 5132 22 NOV 24 or generate 0.86% return on investment over 90 days. NAB 5132 22 NOV 24 is generating 0.0344% of daily returns and assumes 0.1588% volatility on return distribution over the 90 days horizon. Simply put, 1% of bonds are less volatile than 63254ABG2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
63254ABG2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 63254ABG2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NAB 5132 22 NOV 24, and traders can use it to determine the average amount a 63254ABG2'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 = 0.2164
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| Negative Returns | 63254ABG2 |
Estimated Market Risk
| 0.16 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average 63254ABG2 is performing at about 17% of its full potential. 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 63254ABG2 by adding it to a well-diversified portfolio.
About 63254ABG2 Performance
By analyzing 63254ABG2's fundamental ratios, stakeholders can gain valuable insights into 63254ABG2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 63254ABG2 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 63254ABG2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.