|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.
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 (%)
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
Sano Brunos Relative Performance Indicators
Estimated Market Risk
| || |
| || |
| || |
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
Over the last 30 days Sano Brunos Enterprises Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.
|Fifty Two Week Low||17,710.00|
|Fifty Two Week High||21,000.00|
|Trailing Annual Dividend Yield||0.02%|
Also please take a look at World Market Map
. Please also try Idea Analyzer
module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.