VZ 285 03 SEP 41 Performance

92343VGL2   61.12  12.65  17.15%   
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, returns on owning 92343VGL2 are expected to decrease at a much lower rate. During the bear market, 92343VGL2 is likely to outperform the market.

Risk-Adjusted Performance

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Over the last 90 days VZ 285 03 SEP 41 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in November 2025. The current disturbance may also be a sign of long term up-swing for VZ 285 03 SEP 41 investors. ...more
  

92343VGL2 Relative Risk vs. Return Landscape

If you would invest  7,064  in VZ 285 03 SEP 41 on July 25, 2025 and sell it today you would lose (952.00) from holding VZ 285 03 SEP 41 or give up 13.48% of portfolio value over 90 days. VZ 285 03 SEP 41 is generating negative expected returns and assumes 2.2337% volatility on return distribution over the 90 days horizon. Simply put, 20% of bonds are less volatile than 92343VGL2, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon 92343VGL2 is expected to under-perform the market. In addition to that, the company is 3.5 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.1 per unit of volatility.

92343VGL2 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for 92343VGL2's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as VZ 285 03 SEP 41, and traders can use it to determine the average amount a 92343VGL2'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 = -0.0904

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Negative Returns92343VGL2

Estimated Market Risk

 2.23
  actual daily
20
80% of assets are more volatile

Expected Return

 -0.2
  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 92343VGL2 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 92343VGL2 by adding 92343VGL2 to a well-diversified portfolio.

About 92343VGL2 Performance

By analyzing 92343VGL2's fundamental ratios, stakeholders can gain valuable insights into 92343VGL2's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 92343VGL2 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 92343VGL2 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
VZ 285 03 generated a negative expected return over the last 90 days

Other Information on Investing in 92343VGL2 Bond

92343VGL2 financial ratios help investors to determine whether 92343VGL2 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 92343VGL2 with respect to the benefits of owning 92343VGL2 security.