US BANK NATIONAL Performance

90331HPL1   95.12  2.30  2.36%   
The bond owns a Beta (Systematic Risk) of 0.0234, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 90331HPL1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 90331HPL1 is expected to be smaller as well.

Risk-Adjusted Performance

0 of 100

 
Weak
 
Strong
Very Weak
Over the last 90 days US BANK NATIONAL has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 90331HPL1 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Yield To Maturity6.214
  

90331HPL1 Relative Risk vs. Return Landscape

If you would invest  9,703  in US BANK NATIONAL on January 22, 2024 and sell it today you would lose (263.00) from holding US BANK NATIONAL or give up 2.71% of portfolio value over 90 days. US BANK NATIONAL is generating negative expected returns and assumes 0.3512% volatility on return distribution over the 90 days horizon. Simply put, 3% of bonds are less volatile than 90331HPL1, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon 90331HPL1 is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.75 times less risky than the market. the firm trades about -0.15 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.1 of returns per unit of risk over similar time horizon.

90331HPL1 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for 90331HPL1's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US BANK NATIONAL, and traders can use it to determine the average amount a 90331HPL1'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 = -0.1458

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative Returns90331HPL1

Estimated Market Risk

 0.35
  actual daily
3
97% of assets are more volatile

Expected Return

 -0.05
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.15
  actual daily
0
Most of other assets perform better
Based on monthly moving average 90331HPL1 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 90331HPL1 by adding 90331HPL1 to a well-diversified portfolio.

About 90331HPL1 Performance

To evaluate US BANK NATIONAL 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 90331HPL1 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 90331HPL1 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 US BANK NATIONAL market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents 90331HPL1'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.
US BANK NATIONAL 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 US BANK NATIONAL. 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 US BANK NATIONAL information on this page should be used as a complementary analysis to other 90331HPL1'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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Please note, there is a significant difference between 90331HPL1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 90331HPL1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 90331HPL1's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.