USC86068AA80 Performance

C86068AA8   100.55  0.05  0.05%   
The bond owns a Beta (Systematic Risk) of -0.0816, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning C86068AA8 are expected to decrease at a much lower rate. During the bear market, C86068AA8 is likely to outperform the market.

Risk-Adjusted Performance

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Over the last 90 days USC86068AA80 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, C86068AA8 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
  

C86068AA8 Relative Risk vs. Return Landscape

If you would invest  10,100  in USC86068AA80 on December 29, 2023 and sell it today you would lose (45.00) from holding USC86068AA80 or give up 0.45% of portfolio value over 90 days. USC86068AA80 is generating negative expected returns and assumes 0.6784% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than C86068AA8, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon C86068AA8 is expected to under-perform the market. In addition to that, the company is 1.18 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.23 per unit of volatility.

C86068AA8 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for C86068AA8's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as USC86068AA80, and traders can use it to determine the average amount a C86068AA8'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 = -0.0113

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Negative ReturnsC86068AA8

Estimated Market Risk

 0.68
  actual daily
6
94% of assets are more volatile

Expected Return

 -0.01
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Most of other assets have higher returns

Risk-Adjusted Return

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Most of other assets perform better
Based on monthly moving average C86068AA8 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 C86068AA8 by adding C86068AA8 to a well-diversified portfolio.

About C86068AA8 Performance

To evaluate USC86068AA80 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 C86068AA8 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 C86068AA8 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 USC86068AA80 market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents C86068AA8'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.
USC86068AA80 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 USC86068AA80. 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 USC86068AA80 information on this page should be used as a complementary analysis to other C86068AA8'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 Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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Please note, there is a significant difference between C86068AA8's value and its price as these two are different measures arrived at by different means. Investors typically determine if C86068AA8 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, C86068AA8'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.