BNPP EHY (France) Performance
| HSRID Etf | EUR 9.40 0.02 0.21% |
The etf shows a Beta (market volatility) of 0.0058, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BNPP EHY's returns are expected to increase less than the market. However, during the bear market, the loss of holding BNPP EHY is expected to be smaller as well.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in BNPP EHY SRI are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, BNPP EHY is not utilizing all of its potentials. The newest stock price agitation, may contribute to short-term losses for the retail investors. ...more
BNPP |
BNPP EHY Relative Risk vs. Return Landscape
If you would invest 922.00 in BNPP EHY SRI on October 6, 2024 and sell it today you would earn a total of 18.00 from holding BNPP EHY SRI or generate 1.95% return on investment over 90 days. BNPP EHY SRI is generating 0.0308% of daily returns and assumes 0.1355% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than BNPP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BNPP EHY Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BNPP EHY's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BNPP EHY SRI, and traders can use it to determine the average amount a BNPP EHY'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 = 0.2272
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HSRID |
Estimated Market Risk
| 0.14 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 17 83% of assets perform better |
Based on monthly moving average BNPP EHY is performing at about 17% 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 BNPP EHY by adding it to a well-diversified portfolio.
About BNPP EHY Performance
Assessing BNPP EHY's fundamental ratios provides investors with valuable insights into BNPP EHY's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the BNPP EHY is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.