BSE (India) Performance

BSESN
 Index
  

 57,427  1,017  1.80%   

The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. Let's try to break down what BSE's beta means in this case. the returns on MARKET and BSE are completely uncorrelated. Although it is important to respect BSE historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The approach towards foreseeing future performance of any index is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing BSE technical indicators, you can today evaluate if the expected return of 0.12% will be sustainable into the future.

BSE Relative Risk vs. Return Landscape

If you would invest  5,313,435  in BSE on July 4, 2022 and sell it today you would earn a total of  429,257  from holding BSE or generate 8.08% return on investment over 90 days. BSE is generating 0.1213% of daily returns assuming 0.8455% volatility of returns over the 90 days investment horizon. Simply put, 7% of all indexs have less volatile historical return distribution than BSE, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days trading horizon BSE is expected to generate 0.74 times more return on investment than the market. However, the company is 1.35 times less risky than the market. It trades about 0.14 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 per unit of risk.

BSE Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for BSE's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as BSE, and traders can use it to determine the average amount a BSE's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.1435

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Estimated Market Risk
 0.85
  actual daily
 
 7 %
of total potential
 
77
Expected Return
 0.12
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.14
  actual daily
 
 10 %
of total potential
 
1010
Based on monthly moving average BSE is performing at about 10% 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 BSE by adding it to a well-diversified portfolio.

About BSE Performance

To evaluate BSE Index as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when BSE generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare BSE Index's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand BSE market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents BSE's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.

Things to note about BSE

Checking the ongoing alerts about BSE for important developments is a great way to find new opportunities for your next move. Index alerts and notifications screener for BSE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Check out Your Current Watchlist. Note that the BSE information on this page should be used as a complementary analysis to other BSE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

Other Tools for BSE Index

When running BSE price analysis, check to measure BSE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BSE is operating at the current time. Most of BSE's value examination focuses on studying past and present price action to predict the probability of BSE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move BSE's price. Additionally, you may evaluate how the addition of BSE to your portfolios can decrease your overall portfolio volatility.
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