Shinhan BNP (Korea) Performance
| 295040 Etf | 12,765 60.00 0.47% |
The entity has a beta of -0.0444, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shinhan BNP are expected to decrease at a much lower rate. During the bear market, Shinhan BNP is likely to outperform the market.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Shinhan BNP Paribas are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Shinhan BNP is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Shinhan |
Shinhan BNP Relative Risk vs. Return Landscape
If you would invest 1,213,000 in Shinhan BNP Paribas on November 28, 2024 and sell it today you would earn a total of 63,500 from holding Shinhan BNP Paribas or generate 5.23% return on investment over 90 days. Shinhan BNP Paribas is generating 0.0962% of daily returns and assumes 1.1573% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than Shinhan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Shinhan BNP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shinhan BNP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Shinhan BNP Paribas, and traders can use it to determine the average amount a Shinhan BNP'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 = 0.0831
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| Cash | 295040 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.16 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Shinhan BNP is performing at about 6% 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 Shinhan BNP by adding it to a well-diversified portfolio.