BSE (India) Performance

BSE
BSESN -- India Index  

 41,441  172.19  0.41%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and BSE are completely uncorrelated. Although it is extremely important to respect BSE historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach towards foreseeing future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing BSE technical indicators you can today evaluate if the expected return of 0.1031% will be sustainable into the future.
Horizon     30 Days    Login   to change

BSE Relative Risk vs. Return Landscape

If you would invest  3,925,020  in BSE on December 27, 2019 and sell it today you would earn a total of  219,080  from holding BSE or generate 5.58% return on investment over 30 days. BSE is generating 0.1031% of daily returns assuming 0.7081% volatility of returns over the 30 days investment horizon. Simply put, 6% of all equities have less volatile historical return distribution than BSE and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
    
  Risk (%) 
Assuming 30 trading days horizon, BSE is expected to generate 1.05 times less return on investment than the market. In addition to that, the company is 1.48 times more volatile than its market benchmark. It trades about 0.15 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of volatility.

BSE Market Risk Analysis

Sharpe Ratio = 0.1456
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashBSESNAverage
Risk
High
Risk
Huge
Risk
Negative Returns

BSE Relative Performance Indicators

Estimated Market Risk
 0.71
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 0.1
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.15
  actual daily
 
 9 %
of total potential
 
99
Based on monthly moving average BSE is performing at about 9% 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 BSE by adding it to a well-diversified portfolio.
Company logos by clearbit