Sasol (South Africa) Performance
| SOLBE1 Etf | 8,000 99.00 1.22% |
The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sasol's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sasol is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Sasol Ltd Bee has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unsteady performance in the last few months, the Etf's fundamental drivers remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
Sasol |
Sasol Relative Risk vs. Return Landscape
If you would invest 1,000,000 in Sasol Ltd Bee on August 24, 2024 and sell it today you would lose (200,000) from holding Sasol Ltd Bee or give up 20.0% of portfolio value over 90 days. Sasol Ltd Bee is generating negative expected returns and assumes 3.331% volatility on return distribution over the 90 days horizon. Simply put, 29% of etfs are less volatile than Sasol, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sasol Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sasol's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Sasol Ltd Bee, and traders can use it to determine the average amount a Sasol'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 = -0.0895
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SOLBE1 |
Estimated Market Risk
| 3.33 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sasol 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 Sasol by adding Sasol to a well-diversified portfolio.
| Sasol Ltd Bee generated a negative expected return over the last 90 days | |
| Sasol Ltd Bee has high historical volatility and very poor performance |