EMERGENT BIOSOLUTIONS INC Performance
| 29089QAC9 | 78.75 5.55 6.58% |
The bond shows a Beta (market volatility) of 1.85, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, EMERGENT will likely underperform.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days EMERGENT BIOSOLUTIONS INC 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 September 2025. The current disturbance may also be a sign of long term up-swing for EMERGENT BIOSOLUTIONS INC investors. ...more
| Yield To Maturity | 25.220 |
EMERGENT |
EMERGENT Relative Risk vs. Return Landscape
If you would invest 7,344 in EMERGENT BIOSOLUTIONS INC on May 19, 2025 and sell it today you would lose (1,894) from holding EMERGENT BIOSOLUTIONS INC or give up 25.79% of portfolio value over 90 days. EMERGENT BIOSOLUTIONS INC is generating negative expected returns and assumes 4.2386% volatility on return distribution over the 90 days horizon. Simply put, 37% of bonds are less volatile than EMERGENT, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
EMERGENT Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EMERGENT's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as EMERGENT BIOSOLUTIONS INC, and traders can use it to determine the average amount a EMERGENT'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 = -0.0931
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| Negative Returns | 29089QAC9 |
Estimated Market Risk
| 4.24 actual daily | 37 63% of assets are more volatile |
Expected Return
| -0.39 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EMERGENT 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 EMERGENT by adding EMERGENT to a well-diversified portfolio.
About EMERGENT Performance
By analyzing EMERGENT's fundamental ratios, stakeholders can gain valuable insights into EMERGENT's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if EMERGENT 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 EMERGENT has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| EMERGENT generated a negative expected return over the last 90 days | |
| EMERGENT has high historical volatility and very poor performance |
Other Information on Investing in EMERGENT Bond
EMERGENT financial ratios help investors to determine whether EMERGENT 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 EMERGENT with respect to the benefits of owning EMERGENT security.