Sano Brunos (Israel) Performance

SANO1 -- Israel Stock  

ILS 17,950  270.00  1.53%

Macroaxis gives Sano Brunos performance score of 0 on a scale of 0 to 100. The entity has beta of 0.0661 which indicates as returns on market increase, Sano Brunos returns are expected to increase less than the market. However during bear market, the loss on holding Sano Brunos will be expected to be smaller as well.. 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-one different technical indicators which can help you to evaluate its performance. Sano Brunos Enterprises has expected return of -0.1742%. Please be advised to validate Sano Brunos Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown 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  1,866,000  in Sano Brunos Enterprises Ltd on November 18, 2018 and sell it today you would lose (71,000)  from holding Sano Brunos Enterprises Ltd or give up 3.8% of portfolio value over 30 days. Sano Brunos Enterprises Ltd is generating negative expected returns and assumes 0.6417% volatility on return distribution over the 30 days horizon. Simply put, 5% 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 generate 0.48 times more return on investment than the market. However, the company is 2.1 times less risky than the market. It trades about -0.27 of its potential returns per unit of risk. The DOW is currently generating roughly -0.13 per unit of risk.

Sano Brunos Market Risk Analysis

Sharpe Ratio = -0.2715
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Sano Brunos Relative Performance Indicators

Estimated Market Risk
 0.64
  actual daily
 
 5 %
of total potential
 
5
Expected Return
 -0.17
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.27
  actual daily
 
 0 %
of total potential
 
0
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

0

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 is not yet fully synchronised with the market data
Sano Brunos generates negative expected return over the last 30 days
On December 4, 2018 Sano Brunos paid S 350.0 per share dividend to its current shareholders

Sano Brunos Performance Indicators

Sano Brunos Enterprises Basic Price Performance Measures

Quick Ratio2.49
Fifty Two Week Low17,710.00
Fifty Two Week High21,000.00
Payout Ratio77.55%
Trailing Annual Dividend Yield0.02%

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
Check Dividends  
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