US254687DV52 Performance
| 254687DV5 | 110.14 0.00 0.00% |
The bond owns a Beta (Systematic Risk) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 254687DV5 are expected to decrease at a much lower rate. During the bear market, 254687DV5 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days US254687DV52 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 254687DV5 is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
254687DV5 |
254687DV5 Relative Risk vs. Return Landscape
If you would invest 11,304 in US254687DV52 on March 12, 2024 and sell it today you would lose (290.00) from holding US254687DV52 or give up 2.57% of portfolio value over 90 days. US254687DV52 is generating negative expected returns and assumes 0.7027% volatility on return distribution over the 90 days horizon. Simply put, 6% of bonds are less volatile than 254687DV5, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
254687DV5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 254687DV5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US254687DV52, and traders can use it to determine the average amount a 254687DV5'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 = -0.0603
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| Negative Returns | 254687DV5 |
Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 254687DV5 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 254687DV5 by adding 254687DV5 to a well-diversified portfolio.
| US254687DV52 generated a negative expected return over the last 90 days |