NORFOLK SOUTHN P Performance
| 655844CA4 | 97.87 1.70 1.71% |
The bond secures a Beta (Market Risk) of -0.045, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NORFOLK are expected to decrease at a much lower rate. During the bear market, NORFOLK is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days NORFOLK SOUTHN P has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, NORFOLK is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 5.835 |
NORFOLK |
NORFOLK Relative Risk vs. Return Landscape
If you would invest 9,923 in NORFOLK SOUTHN P on September 23, 2024 and sell it today you would lose (164.00) from holding NORFOLK SOUTHN P or give up 1.65% of portfolio value over 90 days. NORFOLK SOUTHN P is generating negative expected returns and assumes 0.2546% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than NORFOLK, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NORFOLK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NORFOLK's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as NORFOLK SOUTHN P, and traders can use it to determine the average amount a NORFOLK'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 = -0.101
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| Negative Returns | 655844CA4 |
Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NORFOLK 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 NORFOLK by adding NORFOLK to a well-diversified portfolio.
About NORFOLK Performance
By analyzing NORFOLK's fundamental ratios, stakeholders can gain valuable insights into NORFOLK's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NORFOLK 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 NORFOLK has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| NORFOLK SOUTHN P generated a negative expected return over the last 90 days |
Other Information on Investing in NORFOLK Bond
NORFOLK financial ratios help investors to determine whether NORFOLK 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 NORFOLK with respect to the benefits of owning NORFOLK security.