Sano Brunos (Israel) Performance

SANO1 -- Israel Stock  

ILS 18,520  350.00  1.93%

On a scale of 0 to 100 Sano Brunos holds performance score of 14. The entity has beta of 0.2284 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. Although it is vital to follow to Sano Brunos Enterprises current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Sano Brunos Enterprises technical indicators you can presently evaluate if the expected return of 0.2723% will be sustainable into the future. Please operates Sano Brunos Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to make a quick decision on weather Sano Brunos Enterprises existing price patterns will revert.
14

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sano Brunos Enterprises Ltd are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days. In spite of comparatively weak essential indicators, Sano Brunos unveiled solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio2.67
Fifty Two Week Low14,640.00
Fifty Two Week High21,000.00
Horizon     30 Days    Login   to change

Sano Brunos Enterprises Relative Risk vs. Return Landscape

If you would invest  1,766,000  in Sano Brunos Enterprises Ltd on March 21, 2019 and sell it today you would earn a total of  86,000  from holding Sano Brunos Enterprises Ltd or generate 4.87% return on investment over 30 days. Sano Brunos Enterprises Ltd is generating 0.2723% of daily returns and assumes 1.2902% volatility on return distribution over the 30 days horizon. Simply put, 11% of equities are less volatile than Sano Brunos and 95% 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 is expected to generate 2.25 times more return on investment than the market. However, the company is 2.25 times more volatile than its market benchmark. It trades about 0.21 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

Sano Brunos Market Risk Analysis

Sharpe Ratio = 0.2111
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Sano Brunos Relative Performance Indicators

Estimated Market Risk
 1.29
  actual daily
 
 11 %
of total potential
 
11
Expected Return
 0.27
  actual daily
 
 4 %
of total potential
 
4
Risk-Adjusted Return
 0.21
  actual daily
 
 14 %
of total potential
 
14
Based on monthly moving average Sano Brunos is performing at about 14% 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 Alerts

Equity Alerts and Improvement Suggestions

Sano Brunos is not yet fully synchronised with the market data

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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