SUN (Mauritius) Performance
| SUN Stock | 40.00 1.25 3.03% |
The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SUN's returns are expected to increase less than the market. However, during the bear market, the loss of holding SUN is expected to be smaller as well. At this point, SUN LIMITED has a negative expected return of -0.24%. Please make sure to validate SUN's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if SUN LIMITED performance from the past will be repeated at some future point.
Risk-Adjusted Performance
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Over the last 90 days SUN LIMITED has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unfluctuating performance in the last few months, the Stock's primary indicators remain very healthy which may send shares a bit higher in January 2025. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
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SUN Relative Risk vs. Return Landscape
If you would invest 5,225 in SUN LIMITED on September 17, 2024 and sell it today you would lose (1,225) from holding SUN LIMITED or give up 23.44% of portfolio value over 90 days. SUN LIMITED is generating negative expected returns and assumes 5.3469% volatility on return distribution over the 90 days horizon. Simply put, 47% of stocks are less volatile than SUN, and 99% 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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SUN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SUN's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SUN LIMITED, and traders can use it to determine the average amount a SUN'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 = -0.0454
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| Negative Returns | SUN |
Estimated Market Risk
| 5.35 actual daily | 47 53% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SUN is not performing at its full potential. However, 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 SUN by adding SUN to a well-diversified portfolio.
Things to note about SUN LIMITED performance evaluation
Checking the ongoing alerts about SUN for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SUN LIMITED help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SUN LIMITED generated a negative expected return over the last 90 days | |
| SUN LIMITED has high historical volatility and very poor performance |
- Analyzing SUN'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 SUN's stock is overvalued or undervalued compared to its peers.
- Examining SUN'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 SUN's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SUN's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SUN's stock. These opinions can provide insight into SUN's potential for growth and whether the stock is currently undervalued or overvalued.