SP Kensho Performance

KLEDGERP -- USA Index  

 91.43  1.58  1.70%

The entity owns Beta (Systematic Risk) of 0.0 which indicates the returns on MARKET and SP Kensho are completely uncorrelated. Although it is extremely important to respect SP Kensho Distributed existing price patterns, it is better to be realistic regarding the information on equity price patterns. The approach towards measuring 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 analyzing SP Kensho Distributed technical indicators you can at this time evaluate if the expected return of 0.0506% will be sustainable into the future.
Horizon     30 Days    Login   to change

SP Kensho Distributed Relative Risk vs. Return Landscape

If you would invest  9,132  in SP Kensho Distributed Ledger I on September 19, 2019 and sell it today you would earn a total of  11.00  from holding SP Kensho Distributed Ledger I or generate 0.12% return on investment over 30 days. SP Kensho Distributed Ledger I is generating 0.0506% of daily returns and assumes 1.7752% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than SP Kensho 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, SP Kensho is expected to generate 1.8 times more return on investment than the market. However, the company is 1.8 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

SP Kensho Market Risk Analysis

Sharpe Ratio = 0.0285
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SP Kensho Relative Performance Indicators

Estimated Market Risk
 1.78
  actual daily
 
 15 %
of total potential
 
1515
Expected Return
 0.05
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.03
  actual daily
 
 1 %
of total potential
 
11
Based on monthly moving average SP Kensho is performing at about 1% 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 SP Kensho by adding it to a well-diversified portfolio.

SP Kensho Alerts

Equity Alerts and Improvement Suggestions

SP Kensho is not yet fully synchronised with the market data
See also Your Current Watchlist. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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