JSE (South Africa) Performance
| JSE Stock | 11,000 687.00 1.29% |
JSE has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JSE are expected to decrease at a much lower rate. During the bear market, JSE is likely to outperform the market. JSE Limited currently retains a risk of 1.22%. Please check out JSE total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if JSE will be following its current trending patterns.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in JSE Limited are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound technical and fundamental indicators, JSE is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
JSE |
JSE Relative Risk vs. Return Landscape
If you would invest 1,148,200 in JSE Limited on September 5, 2024 and sell it today you would earn a total of 30,800 from holding JSE Limited or generate 2.68% return on investment over 90 days. JSE Limited is generating 0.0494% of daily returns and assumes 1.2248% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than JSE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
JSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JSE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as JSE Limited, and traders can use it to determine the average amount a JSE'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 = 0.0403
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JSE |
Estimated Market Risk
| 1.22 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average JSE is performing at about 3% 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 JSE by adding it to a well-diversified portfolio.
Things to note about JSE Limited performance evaluation
Checking the ongoing alerts about JSE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for JSE Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating JSE's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate JSE's stock performance include:- Analyzing JSE's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether JSE's stock is overvalued or undervalued compared to its peers.
- Examining JSE's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating JSE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of JSE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of JSE's stock. These opinions can provide insight into JSE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for JSE Stock analysis
When running JSE's price analysis, check to measure JSE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy JSE is operating at the current time. Most of JSE's value examination focuses on studying past and present price action to predict the probability of JSE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JSE's price. Additionally, you may evaluate how the addition of JSE to your portfolios can decrease your overall portfolio volatility.
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