PEMEX PROJ FDG Performance
| 706451BR1 | 73.75 9.00 10.88% |
The bond holds a Beta of -0.44, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PEMEX are expected to decrease at a much lower rate. During the bear market, PEMEX is likely to outperform the market.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in PEMEX PROJ FDG are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, PEMEX is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 11.711 |
PEMEX |
PEMEX Relative Risk vs. Return Landscape
If you would invest 7,321 in PEMEX PROJ FDG on May 9, 2025 and sell it today you would earn a total of 180.00 from holding PEMEX PROJ FDG or generate 2.46% return on investment over 90 days. PEMEX PROJ FDG is generating 0.0632% of daily returns and assumes 2.1511% volatility on return distribution over the 90 days horizon. Simply put, 19% of bonds are less volatile than PEMEX, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PEMEX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PEMEX's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PEMEX PROJ FDG, and traders can use it to determine the average amount a PEMEX'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 = 0.0294
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | 706451BR1 | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.15 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average PEMEX is performing at about 2% of its full potential. 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 PEMEX by adding it to a well-diversified portfolio.
About PEMEX Performance
By analyzing PEMEX's fundamental ratios, stakeholders can gain valuable insights into PEMEX's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PEMEX 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 PEMEX has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.