Shinhan BNP (Korea) Performance
| 295040 Etf | 12,260 10.00 0.08% |
The entity has a beta of 0.0123, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shinhan BNP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shinhan BNP is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Shinhan BNP Paribas has generated negative risk-adjusted returns adding no value to investors with long positions. 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 1,249,500 in Shinhan BNP Paribas on October 22, 2024 and sell it today you would lose (23,500) from holding Shinhan BNP Paribas or give up 1.88% of portfolio value over 90 days. Shinhan BNP Paribas is generating negative expected returns and assumes 1.1831% 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 |
| Risk |
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 = -0.0196
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| Negative Returns | 295040 |
Estimated Market Risk
| 1.18 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shinhan BNP 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 Shinhan BNP by adding Shinhan BNP to a well-diversified portfolio.
| Shinhan BNP Paribas generated a negative expected return over the last 90 days |