USL4441RAA43 Performance

L4441RAA4   18.50  1.00  5.13%   
The bond secures a Beta (Market Risk) of -11.91, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning L4441RAA4 are expected to decrease by larger amounts. On the other hand, during market turmoil, L4441RAA4 is expected to outperform it.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in USL4441RAA43 are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, L4441RAA4 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
  

L4441RAA4 Relative Risk vs. Return Landscape

If you would invest  1,650  in USL4441RAA43 on January 20, 2024 and sell it today you would earn a total of  200.00  from holding USL4441RAA43 or generate 12.12% return on investment over 90 days. USL4441RAA43 is generating 0.8181% of daily returns and assumes 11.0787% volatility on return distribution over the 90 days horizon. Simply put, 97% of bonds are less volatile than L4441RAA4, and 84% 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 L4441RAA4 is expected to generate 17.93 times more return on investment than the market. However, the company is 17.93 times more volatile than its market benchmark. It trades about 0.07 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.11 per unit of risk.

L4441RAA4 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for L4441RAA4's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as USL4441RAA43, and traders can use it to determine the average amount a L4441RAA4'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 = 0.0738

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Estimated Market Risk

 11.08
  actual daily
96
96% of assets are less volatile

Expected Return

 0.82
  actual daily
16
84% of assets have higher returns

Risk-Adjusted Return

 0.07
  actual daily
5
95% of assets perform better
Based on monthly moving average L4441RAA4 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 L4441RAA4 by adding it to a well-diversified portfolio.

About L4441RAA4 Performance

To evaluate USL4441RAA43 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 L4441RAA4 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 L4441RAA4 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 USL4441RAA43 market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents L4441RAA4'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.
USL4441RAA43 is way too risky over 90 days horizon
USL4441RAA43 appears to be risky and price may revert if volatility continues
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in USL4441RAA43. 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 USL4441RAA43 information on this page should be used as a complementary analysis to other L4441RAA4'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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Please note, there is a significant difference between L4441RAA4's value and its price as these two are different measures arrived at by different means. Investors typically determine if L4441RAA4 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, L4441RAA4'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.