PNC BK N Performance
| 69353RFG8 | 92.22 0.15 0.16% |
The bond owns a Beta (Systematic Risk) of 0.0284, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 69353RFG8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 69353RFG8 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days PNC BK N has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 69353RFG8 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 | 5.991 |
69353RFG8 |
69353RFG8 Relative Risk vs. Return Landscape
If you would invest 9,354 in PNC BK N on January 19, 2024 and sell it today you would lose (132.00) from holding PNC BK N or give up 1.41% of portfolio value over 90 days. PNC BK N is generating negative expected returns and assumes 0.4718% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than 69353RFG8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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69353RFG8 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 69353RFG8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PNC BK N, and traders can use it to determine the average amount a 69353RFG8'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 = -0.0694
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| Negative Returns | 69353RFG8 |
Estimated Market Risk
| 0.47 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 69353RFG8 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 69353RFG8 by adding 69353RFG8 to a well-diversified portfolio.
About 69353RFG8 Performance
To evaluate 69353RFG8 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 69353RFG8 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 69353RFG8 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 69353RFG8 market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents 69353RFG8'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.| 69353RFG8 generated a negative expected return over the last 90 days |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in PNC BK N. Also, note that the market value of any corporate bond could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the 69353RFG8 information on this page should be used as a complementary analysis to other 69353RFG8's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.