AXA SA 86 Performance
| 054536AA5 | 119.64 4.30 3.73% |
The bond owns a Beta (Systematic Risk) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 054536AA5 are expected to decrease at a much lower rate. During the bear market, 054536AA5 is likely to outperform the market.
Risk-Adjusted Performance
5 of 100
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Very Weak
Compared to the overall equity markets, risk-adjusted returns on investments in AXA SA 86 are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 054536AA5 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 5.707 |
054536AA5 |
054536AA5 Relative Risk vs. Return Landscape
If you would invest 11,949 in AXA SA 86 on January 25, 2024 and sell it today you would earn a total of 401.00 from holding AXA SA 86 or generate 3.36% return on investment over 90 days. AXA SA 86 is generating 0.0581% of daily returns and assumes 0.9008% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 054536AA5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
054536AA5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 054536AA5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AXA SA 86, and traders can use it to determine the average amount a 054536AA5'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 = 0.0645
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Estimated Market Risk
| 0.9 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 5 95% of assets perform better |
Based on monthly moving average 054536AA5 is performing at about 5% 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 054536AA5 by adding it to a well-diversified portfolio.
About 054536AA5 Performance
To evaluate AXA SA 86 Bond as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when 054536AA5 generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare 054536AA5 Bond's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand AXA SA 86 market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents 054536AA5's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.