SOCGEN 2889 09 JUN 32 Performance
| 83368RBD3 | 86.29 0.35 0.40% |
The entity owns a Beta (Systematic Risk) of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SOCGEN's returns are expected to increase less than the market. However, during the bear market, the loss of holding SOCGEN is expected to be smaller as well.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in SOCGEN 2889 09 JUN 32 are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, SOCGEN is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
SOCGEN |
SOCGEN Relative Risk vs. Return Landscape
If you would invest 8,524 in SOCGEN 2889 09 JUN 32 on December 1, 2024 and sell it today you would earn a total of 105.00 from holding SOCGEN 2889 09 JUN 32 or generate 1.23% return on investment over 90 days. SOCGEN 2889 09 JUN 32 is generating 0.045% of daily returns and assumes 0.5108% volatility on return distribution over the 90 days horizon. Simply put, 4% of bonds are less volatile than SOCGEN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SOCGEN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOCGEN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SOCGEN 2889 09 JUN 32, and traders can use it to determine the average amount a SOCGEN'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 = 0.0881
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 83368RBD3 |
Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average SOCGEN 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 SOCGEN by adding it to a well-diversified portfolio.
About SOCGEN Performance
By analyzing SOCGEN's fundamental ratios, stakeholders can gain valuable insights into SOCGEN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SOCGEN 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 SOCGEN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.