INTERNATIONAL PAPER 44 Performance
| 460146CQ4 | 77.69 5.47 6.58% |
The bond retains a Market Volatility (i.e., Beta) of -0.0646, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning INTERNATIONAL are expected to decrease at a much lower rate. During the bear market, INTERNATIONAL is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days INTERNATIONAL PAPER 44 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in June 2024. The current disturbance may also be a sign of long term up-swing for INTERNATIONAL PAPER 44 investors. ...more
| Yield To Maturity | 6.254 |
INTERNATIONAL |
INTERNATIONAL Relative Risk vs. Return Landscape
If you would invest 8,330 in INTERNATIONAL PAPER 44 on February 19, 2024 and sell it today you would lose (561.00) from holding INTERNATIONAL PAPER 44 or give up 6.73% of portfolio value over 90 days. INTERNATIONAL PAPER 44 is generating negative expected returns and assumes 1.6097% volatility on return distribution over the 90 days horizon. Simply put, 14% of bonds are less volatile than INTERNATIONAL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
INTERNATIONAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for INTERNATIONAL's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as INTERNATIONAL PAPER 44, and traders can use it to determine the average amount a INTERNATIONAL'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 = -0.1465
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| Negative Returns | 460146CQ4 |
Estimated Market Risk
| 1.61 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.24 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 INTERNATIONAL 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 INTERNATIONAL by adding INTERNATIONAL to a well-diversified portfolio.
About INTERNATIONAL Performance
To evaluate INTERNATIONAL PAPER 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 INTERNATIONAL 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 INTERNATIONAL 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 INTERNATIONAL PAPER market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents INTERNATIONAL'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.| INTERNATIONAL PAPER 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 INTERNATIONAL PAPER 44. 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 board of governors. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..