BNP Paribas (Germany) Performance
| ESEH Etf | EUR 19.27 0.12 0.62% |
The etf shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BNP Paribas are expected to decrease at a much lower rate. During the bear market, BNP Paribas is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in BNP Paribas Easy are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable technical and fundamental indicators, BNP Paribas is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
BNP |
BNP Paribas Relative Risk vs. Return Landscape
If you would invest 1,871 in BNP Paribas Easy on October 8, 2024 and sell it today you would earn a total of 56.00 from holding BNP Paribas Easy or generate 2.99% return on investment over 90 days. BNP Paribas Easy is generating 0.0529% of daily returns assuming 0.869% volatility of returns over the 90 days investment horizon. Simply put, 7% of all etfs have less volatile historical return distribution than BNP Paribas, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BNP Paribas Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BNP Paribas' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BNP Paribas Easy, and traders can use it to determine the average amount a BNP Paribas' 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 = 0.0608
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | ESEH | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average BNP Paribas is performing at about 4% 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 BNP Paribas by adding it to a well-diversified portfolio.
About BNP Paribas Performance
By analyzing BNP Paribas' fundamental ratios, stakeholders can gain valuable insights into BNP Paribas' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BNP Paribas 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 BNP Paribas has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.