AAL 4625 03 JUN 25 Performance
| 90345WAD6 | 99.51 0.48 0.48% |
The entity shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 90345WAD6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 90345WAD6 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days AAL 4625 03 JUN 25 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 90345WAD6 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
90345WAD6 |
90345WAD6 Relative Risk vs. Return Landscape
If you would invest 9,861 in AAL 4625 03 JUN 25 on September 19, 2024 and sell it today you would lose (213.00) from holding AAL 4625 03 JUN 25 or give up 2.16% of portfolio value over 90 days. AAL 4625 03 JUN 25 is generating negative expected returns and assumes 2.243% volatility on return distribution over the 90 days horizon. Simply put, 19% of bonds are less volatile than 90345WAD6, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
90345WAD6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 90345WAD6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AAL 4625 03 JUN 25, and traders can use it to determine the average amount a 90345WAD6'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 = -0.0406
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| Negative Returns | 90345WAD6 |
Estimated Market Risk
| 2.24 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 90345WAD6 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 90345WAD6 by adding 90345WAD6 to a well-diversified portfolio.
About 90345WAD6 Performance
By analyzing 90345WAD6's fundamental ratios, stakeholders can gain valuable insights into 90345WAD6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 90345WAD6 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 90345WAD6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| AAL 4625 03 generated a negative expected return over the last 90 days |
Other Information on Investing in 90345WAD6 Bond
90345WAD6 financial ratios help investors to determine whether 90345WAD6 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 90345WAD6 with respect to the benefits of owning 90345WAD6 security.