TEVA 475 09 MAY 27 Performance
| 88167AAP6 | 85.50 12.13 12.42% |
The bond shows a Beta (market volatility) of 0.73, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 88167AAP6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 88167AAP6 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days TEVA 475 09 MAY 27 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest inconsistent performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for TEVA 475 09 MAY 27 investors. ...more
88167AAP6 |
88167AAP6 Relative Risk vs. Return Landscape
If you would invest 9,692 in TEVA 475 09 MAY 27 on July 21, 2024 and sell it today you would lose (1,142) from holding TEVA 475 09 MAY 27 or give up 11.78% of portfolio value over 90 days. TEVA 475 09 MAY 27 is generating negative expected returns and assumes 1.706% volatility on return distribution over the 90 days horizon. Simply put, 15% of bonds are less volatile than 88167AAP6, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
88167AAP6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 88167AAP6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as TEVA 475 09 MAY 27, and traders can use it to determine the average amount a 88167AAP6'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 = -0.1113
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| Negative Returns | 88167AAP6 |
Estimated Market Risk
| 1.71 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 88167AAP6 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 88167AAP6 by adding 88167AAP6 to a well-diversified portfolio.
About 88167AAP6 Performance
By analyzing 88167AAP6's fundamental ratios, stakeholders can gain valuable insights into 88167AAP6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 88167AAP6 has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if 88167AAP6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| TEVA 475 09 generated a negative expected return over the last 90 days |
Other Information on Investing in 88167AAP6 Bond
88167AAP6 financial ratios help investors to determine whether 88167AAP6 Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 88167AAP6 with respect to the benefits of owning 88167AAP6 security.