NAB 4891583 12 JAN 25 Performance
| 6325C0EA5 | 98.63 0.00 0.00% |
The entity owns a Beta (Systematic Risk) of 0.0335, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 6325C0EA5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 6325C0EA5 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days NAB 4891583 12 JAN 25 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, 6325C0EA5 is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
6325C0EA5 |
6325C0EA5 Relative Risk vs. Return Landscape
If you would invest 10,005 in NAB 4891583 12 JAN 25 on September 22, 2024 and sell it today you would lose (117.00) from holding NAB 4891583 12 JAN 25 or give up 1.17% of portfolio value over 90 days. NAB 4891583 12 JAN 25 is generating negative expected returns and assumes 0.3134% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than 6325C0EA5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
6325C0EA5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 6325C0EA5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NAB 4891583 12 JAN 25, and traders can use it to determine the average amount a 6325C0EA5'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 = -0.1772
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| Negative Returns | 6325C0EA5 |
Estimated Market Risk
| 0.31 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.06 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 6325C0EA5 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 6325C0EA5 by adding 6325C0EA5 to a well-diversified portfolio.
About 6325C0EA5 Performance
By analyzing 6325C0EA5's fundamental ratios, stakeholders can gain valuable insights into 6325C0EA5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 6325C0EA5 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 6325C0EA5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| NAB 4891583 12 generated a negative expected return over the last 90 days |
Other Information on Investing in 6325C0EA5 Bond
6325C0EA5 financial ratios help investors to determine whether 6325C0EA5 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 6325C0EA5 with respect to the benefits of owning 6325C0EA5 security.