BNP Paribas (Germany) Performance
| VLUS Etf | 218.70 0.95 0.44% |
The etf shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BNP Paribas' returns are expected to increase less than the market. However, during the bear market, the loss of holding BNP Paribas is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in BNP Paribas Easy are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, BNP Paribas may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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BNP Paribas Relative Risk vs. Return Landscape
If you would invest 20,145 in BNP Paribas Easy on September 23, 2024 and sell it today you would earn a total of 1,725 from holding BNP Paribas Easy or generate 8.56% return on investment over 90 days. BNP Paribas Easy is generating 0.1276% of daily returns and assumes 0.7873% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than BNP, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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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 = 0.1621
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Estimated Market Risk
| 0.79 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average BNP Paribas is performing at about 12% 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.