US756109BJ21 Performance
| 756109BJ2 | 91.47 0.00 0.00% |
The bond owns a Beta (Systematic Risk) of 0.0616, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 756109BJ2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 756109BJ2 is expected to be smaller as well.
Risk-Adjusted Performance
2 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in US756109BJ21 are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, 756109BJ2 is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
756109BJ2 |
756109BJ2 Relative Risk vs. Return Landscape
If you would invest 9,033 in US756109BJ21 on July 11, 2024 and sell it today you would earn a total of 114.00 from holding US756109BJ21 or generate 1.26% return on investment over 90 days. US756109BJ21 is generating 0.0306% of daily returns and assumes 0.9621% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than 756109BJ2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
756109BJ2 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 756109BJ2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as US756109BJ21, and traders can use it to determine the average amount a 756109BJ2'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 = 0.0318
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| Negative Returns | 756109BJ2 |
Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average 756109BJ2 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 756109BJ2 by adding it to a well-diversified portfolio.
About 756109BJ2 Performance
By analyzing 756109BJ2's fundamental ratios, stakeholders can gain valuable insights into 756109BJ2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 756109BJ2 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 756109BJ2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.