SANLTD 335 08 MAR 29 Performance
| 80007RAQ8 | 78.75 10.58 11.84% |
The entity has a beta of -0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SANLTD are expected to decrease at a much lower rate. During the bear market, SANLTD is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days SANLTD 335 08 MAR 29 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite abnormal performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for SANLTD 335 08 MAR 29 investors. ...more
SANLTD |
SANLTD Relative Risk vs. Return Landscape
If you would invest 9,011 in SANLTD 335 08 MAR 29 on September 2, 2024 and sell it today you would lose (1,136) from holding SANLTD 335 08 MAR 29 or give up 12.61% of portfolio value over 90 days. SANLTD 335 08 MAR 29 is generating negative expected returns and assumes 1.8388% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than SANLTD, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SANLTD Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SANLTD's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SANLTD 335 08 MAR 29, and traders can use it to determine the average amount a SANLTD'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 = -0.1645
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| Negative Returns | 80007RAQ8 |
Estimated Market Risk
| 1.84 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SANLTD 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 SANLTD by adding SANLTD to a well-diversified portfolio.
About SANLTD Performance
By analyzing SANLTD's fundamental ratios, stakeholders can gain valuable insights into SANLTD's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SANLTD 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 SANLTD has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SANLTD 335 08 generated a negative expected return over the last 90 days |
Other Information on Investing in SANLTD Bond
SANLTD financial ratios help investors to determine whether SANLTD 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 SANLTD with respect to the benefits of owning SANLTD security.