US78490FA587 Performance
| 78490FA58 | 88.79 0.00 0.00% |
The bond owns a Beta (Systematic Risk) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 78490FA58's returns are expected to increase less than the market. However, during the bear market, the loss of holding 78490FA58 is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
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Compared to the overall equity markets, risk-adjusted returns on investments in US78490FA587 are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain basic indicators, 78490FA58 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
78490FA58 |
78490FA58 Relative Risk vs. Return Landscape
If you would invest 8,100 in US78490FA587 on September 27, 2024 and sell it today you would earn a total of 779.00 from holding US78490FA587 or generate 9.62% return on investment over 90 days. US78490FA587 is generating 0.5829% of daily returns and assumes 3.9209% volatility on return distribution over the 90 days horizon. Simply put, 34% of bonds are less volatile than 78490FA58, and 89% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
78490FA58 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 78490FA58's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US78490FA587, and traders can use it to determine the average amount a 78490FA58'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 = 0.1487
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Estimated Market Risk
| 3.92 actual daily | 34 66% of assets are more volatile |
Expected Return
| 0.58 actual daily | 11 89% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average 78490FA58 is performing at about 11% 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 78490FA58 by adding it to a well-diversified portfolio.
About 78490FA58 Performance
By analyzing 78490FA58's fundamental ratios, stakeholders can gain valuable insights into 78490FA58's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 78490FA58 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 78490FA58 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| US78490FA587 appears to be risky and price may revert if volatility continues |
Other Information on Investing in 78490FA58 Bond
78490FA58 financial ratios help investors to determine whether 78490FA58 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 78490FA58 with respect to the benefits of owning 78490FA58 security.