SASINI (Kenya) Price on November 11, 2024
| SASINI Stock | 15.10 0.10 0.67% |
If you're considering investing in SASINI Stock, it is important to understand the factors that can impact its price. As of today, the current price of SASINI stands at 15.10, as last reported on the 4th of December, with the highest price reaching 15.50 and the lowest price hitting 14.55 during the day. SASINI LTD owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the company had a -0.1% return per unit of standard deviation over the last 3 months. SASINI LTD exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SASINI's Standard Deviation of 2.31, risk adjusted performance of (0.06), and Market Risk Adjusted Performance of 0.4499 to confirm the risk estimate we provide.
SASINI Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
SASINI |
Sharpe Ratio = -0.1009
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SASINI |
Estimated Market Risk
| 2.29 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SASINI is not performing at its full potential. However, 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 SASINI by adding SASINI to a well-diversified portfolio.
SASINI Valuation on November 11, 2024
It is possible to determine the worth of SASINI on a given historical date. On November 11, 2024 SASINI was worth 15.95 at the beginning of the trading date compared to the closed value of 16.2. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of SASINI stock. Still, in general, we apply an absolute valuation method to find SASINI's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of SASINI where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against SASINI's related companies.
| Open | High | Low | Close | Volume | |
| 15.90 | 16.50 | 15.80 | 15.95 | 500.00 | |
11/11/2024 | 15.95 | 16.20 | 15.95 | 16.20 | 400.00 |
| 16.20 | 16.20 | 16.00 | 16.15 | 2,700 |
| Backtest SASINI | | | SASINI History | Previous | Next |
SASINI Trading Date Momentum on November 11, 2024
| On November 12 2024 SASINI LTD was traded for 16.15 at the closing time. The highest price during the trading period was 16.20 and the lowest recorded bid was listed for 16.00 . The volume for the day was 2.7 K. This history from November 12, 2024 contributed to the next trading day price decline. The trading price change to the next closing price was 0.31% . The trading price change to the current price is 4.01% . |
Price Boundaries
SASINI Period Price Range
Low | December 4, 2024
| High |
0.00 | 0.00 |
SASINI LTD cannot be verified against its exchange. Please verify the symbol is currently traded on Nairobi Securities Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
SASINI December 4, 2024 Market Strength
Market strength indicators help investors to evaluate how SASINI stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SASINI shares will generate the highest return on investment. By undertsting and applying SASINI stock market strength indicators, traders can identify SASINI LTD entry and exit signals to maximize returns
SASINI Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SASINI's price direction in advance. Along with the technical and fundamental analysis of SASINI Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of SASINI to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 0.4399 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for SASINI Stock analysis
When running SASINI's price analysis, check to measure SASINI'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 SASINI is operating at the current time. Most of SASINI's value examination focuses on studying past and present price action to predict the probability of SASINI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SASINI's price. Additionally, you may evaluate how the addition of SASINI to your portfolios can decrease your overall portfolio volatility.
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |