SBI Mutual (India) Performance
| SETFNIF50 | 256.60 1.62 0.64% |
The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SBI Mutual's returns are expected to increase less than the market. However, during the bear market, the loss of holding SBI Mutual is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days SBI Mutual Fund has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, SBI Mutual is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | SBI Nifty 50 ETF Share Price Today - SBI Nifty 50 ETF Stock Price Live NSEBSE - Mint | 09/27/2024 |
SBI |
SBI Mutual Relative Risk vs. Return Landscape
If you would invest 26,575 in SBI Mutual Fund on September 4, 2024 and sell it today you would lose (915.00) from holding SBI Mutual Fund or give up 3.44% of portfolio value over 90 days. SBI Mutual Fund is generating negative expected returns and assumes 0.7518% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than SBI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SBI Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SBI Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SBI Mutual Fund, and traders can use it to determine the average amount a SBI Mutual'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 = -0.0703
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| Negative Returns | SETFNIF50 |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SBI Mutual 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 SBI Mutual by adding SBI Mutual to a well-diversified portfolio.
About SBI Mutual Performance
By analyzing SBI Mutual's fundamental ratios, stakeholders can gain valuable insights into SBI Mutual's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SBI Mutual has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if SBI Mutual has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
SBI Mutual is entity of India. It is traded as Etf on NSE exchange.| SBI Mutual Fund generated a negative expected return over the last 90 days |
Other Information on Investing in SBI Etf
SBI Mutual financial ratios help investors to determine whether SBI Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SBI with respect to the benefits of owning SBI Mutual security.