BX 285 05 AUG 51 Performance
| 09261BAF7 | 56.21 0.00 0.00% |
The bond owns a Beta (Systematic Risk) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 09261BAF7's returns are expected to increase less than the market. However, during the bear market, the loss of holding 09261BAF7 is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days BX 285 05 AUG 51 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for BX 285 05 AUG 51 investors. ...more
09261BAF7 |
09261BAF7 Relative Risk vs. Return Landscape
If you would invest 6,585 in BX 285 05 AUG 51 on August 21, 2024 and sell it today you would lose (964.00) from holding BX 285 05 AUG 51 or give up 14.64% of portfolio value over 90 days. BX 285 05 AUG 51 is generating negative expected returns and assumes 2.586% volatility on return distribution over the 90 days horizon. Simply put, 23% of bonds are less volatile than 09261BAF7, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
09261BAF7 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 09261BAF7's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as BX 285 05 AUG 51, and traders can use it to determine the average amount a 09261BAF7'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 = -0.2415
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| Negative Returns | 09261BAF7 |
Estimated Market Risk
| 2.59 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.62 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.24 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 09261BAF7 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 09261BAF7 by adding 09261BAF7 to a well-diversified portfolio.
About 09261BAF7 Performance
By analyzing 09261BAF7's fundamental ratios, stakeholders can gain valuable insights into 09261BAF7's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 09261BAF7 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 09261BAF7 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| BX 285 05 generated a negative expected return over the last 90 days |
Other Information on Investing in 09261BAF7 Bond
09261BAF7 financial ratios help investors to determine whether 09261BAF7 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 09261BAF7 with respect to the benefits of owning 09261BAF7 security.