SP BSE (India) Performance

SB
BSE-BANK -- India Index  

 18,689  2,887  13.38%

The entity owns a Beta (Systematic Risk) of 0.0, which indicates the returns on MARKET and SP BSE are completely uncorrelated. Even though it is essential to pay attention to SP BSE BANKEX existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach towards measuring future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. SP BSE exposes twenty-one different technical indicators, which can help you to evaluate its performance.

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SP BSE Relative Risk vs. Return Landscape

If you would invest  3,406,062  in SP BSE BANKEX on April 30, 2020 and sell it today you would lose (1,537,167)  from holding SP BSE BANKEX or give up 45.13% of portfolio value over 30 days. SP BSE BANKEX is generating negative expected returns and assumes 18.1173% volatility on return distribution over the 30 days horizon. Simply put, majority of traded equity instruments are less risky than SP BSE on the bases of their historical return distribution and most 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 BSE is expected to under-perform the market. In addition to that, the company is 4.47 times more volatile than its market benchmark. It trades about -0.22 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of volatility.

SP BSE Market Risk Analysis

Sharpe Ratio = -0.2236
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SP BSE Performance Indicators

Estimated Market Risk
 18.12
  actual daily
 
 96 %
of total potential
 
9696
Expected Return
 -4.05
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.22
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average SP BSE 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 SP BSE by adding it to a well-diversified portfolio.

SP BSE Alerts

Equity Alerts and Improvement Suggestions

SP BSE BANKEX is not yet fully synchronised with the market data
SP BSE BANKEX generates negative expected return over the last 30 days
SP BSE BANKEX has high historical volatility and very poor performance
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Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page