Sano Brunos (Israel) Performance

SANO1 -- Israel Stock  

ILS 18,890  60.00  0.32%

Macroaxis gives Sano Brunos performance score of 0 on a scale of 0 to 100. The entity has beta of 0.0 which indicates the returns on MARKET and Sano Brunos are completely uncorrelated. Even though it is essential to pay attention to Sano Brunos Enterprises current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Sano Brunos Enterprises Ltd exposes twenty different technical indicators which can help you to evaluate its performance. Sano Brunos Enterprises has expected return of -0.5707%. Please be advised to validate Sano Brunos Maximum Drawdown, Potential Upside and the relationship between Treynor Ratio and Value At Risk to decide if Sano Brunos Enterprises past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Sano Brunos Enterprises Relative Risk vs. Return Landscape

If you would invest  2,073,000  in Sano Brunos Enterprises Ltd on September 16, 2018 and sell it today you would lose (184,000)  from holding Sano Brunos Enterprises Ltd or give up 8.88% of portfolio value over 30 days. Sano Brunos Enterprises Ltd is generating negative expected returns and assumes 1.3405% volatility on return distribution over the 30 days horizon. Simply put, 12% of equities are less volatile than Sano Brunos Enterprises Ltd 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, Sano Brunos Enterprises Ltd is expected to under-perform the market. In addition to that, the company is 1.24 times more volatile than its market benchmark. It trades about -0.43 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of volatility.

Sano Brunos Market Risk Analysis

Sharpe Ratio = -0.4257
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Sano Brunos Relative Performance Indicators

Estimated Market Risk
  actual daily
 88 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Sano Brunos is performing at about 0% 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 Sano Brunos by adding it to a well-diversified portfolio.

Sano Brunos Performance Rating

Sano Brunos Enterprises Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Sano Brunos Enterprises Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Sano Brunos Alerts

Equity Alerts and Improvement Suggestions

Sano Brunos generates negative expected return over the last 30 days

Sano Brunos Dividends

Sano Brunos Enterprises Dividends Analysis

Check Sano Brunos Enterprises dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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