PM 4875 13 FEB 26 Performance
| 718172CY3 | 99.49 0.08 0.08% |
The bond owns a Beta (Systematic Risk) of -0.0192, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 718172CY3 are expected to decrease at a much lower rate. During the bear market, 718172CY3 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days PM 4875 13 FEB 26 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 718172CY3 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
718172CY3 |
718172CY3 Relative Risk vs. Return Landscape
If you would invest 9,976 in PM 4875 13 FEB 26 on March 7, 2024 and sell it today you would lose (15.00) from holding PM 4875 13 FEB 26 or give up 0.15% of portfolio value over 90 days. PM 4875 13 FEB 26 is generating negative expected returns and assumes 0.2199% volatility on return distribution over the 90 days horizon. Simply put, 1% of bonds are less volatile than 718172CY3, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
718172CY3 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 718172CY3's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PM 4875 13 FEB 26, and traders can use it to determine the average amount a 718172CY3'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 = -0.0098
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| Negative Returns | 718172CY3 |
Estimated Market Risk
| 0.22 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 718172CY3 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 718172CY3 by adding 718172CY3 to a well-diversified portfolio.
| PM 4875 13 generated a negative expected return over the last 90 days |