TRANSCONTINENTAL GAS PIPE Performance
| 893574AM5 | 88.47 0.06 0.07% |
The bond owns a Beta (Systematic Risk) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 893574AM5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 893574AM5 is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in TRANSCONTINENTAL GAS PIPE are ranked lower than 22 (%) of all global equities and portfolios over the last 90 days. Despite somewhat fragile basic indicators, 893574AM5 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 6.258 |
893574AM5 |
893574AM5 Relative Risk vs. Return Landscape
If you would invest 8,275 in TRANSCONTINENTAL GAS PIPE on July 20, 2025 and sell it today you would earn a total of 572.00 from holding TRANSCONTINENTAL GAS PIPE or generate 6.91% return on investment over 90 days. TRANSCONTINENTAL GAS PIPE is generating 0.2261% of daily returns and assumes 0.7999% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile than 893574AM5, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
893574AM5 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 893574AM5's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as TRANSCONTINENTAL GAS PIPE, and traders can use it to determine the average amount a 893574AM5'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 = 0.2827
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Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.28 actual daily | 22 78% of assets perform better |
Based on monthly moving average 893574AM5 is performing at about 22% 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 893574AM5 by adding it to a well-diversified portfolio.
About 893574AM5 Performance
By analyzing 893574AM5's fundamental ratios, stakeholders can gain valuable insights into 893574AM5's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 893574AM5 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 893574AM5 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.