If you would invest
400.00 in W2007 GRACE PFD B on
April 26, 2012 and sell it today you would
lose (50.00) from holding W2007 GRACE PFD B or give up
12.5% of portfolio value over
30 days. W2007 GRACE PFD B is generating negative expected returns and assumes 2.72% volatility on return distribution over the 30 days horizon. Simply put, 45% of equities are less volatile than W2007 GRACE PFD B and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, W2007 GRACE PFD B is expected to under-perform the market. In addition to that, the company is 3.73 times more volatile than its market benchmark. It trades about -0.21 of its total potential returns per unit of risk. The NYSE is currently generating roughly -0.47 per unit of volatility.