Svenska Handelsbanken (Sweden) Performance
SHB-B Stock | SEK 132.90 0.70 0.53% |
Svenska Handelsbanken has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Svenska Handelsbanken's returns are expected to increase less than the market. However, during the bear market, the loss of holding Svenska Handelsbanken is expected to be smaller as well. Svenska Handelsbanken right now has a risk of 1.52%. Please validate Svenska Handelsbanken downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Svenska Handelsbanken will be following its existing price patterns.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Svenska Handelsbanken AB are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable fundamental drivers, Svenska Handelsbanken is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Begin Period Cash Flow | 440 B |
Svenska |
Svenska Handelsbanken Relative Risk vs. Return Landscape
If you would invest 12,926 in Svenska Handelsbanken AB on January 21, 2024 and sell it today you would earn a total of 364.00 from holding Svenska Handelsbanken AB or generate 2.82% return on investment over 90 days. Svenska Handelsbanken AB is generating 0.0548% of daily returns and assumes 1.5208% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Svenska, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Svenska Handelsbanken Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Svenska Handelsbanken's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Svenska Handelsbanken AB, and traders can use it to determine the average amount a Svenska Handelsbanken'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 = 0.036
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Estimated Market Risk
1.52 actual daily | 13 87% 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 | 2 98% of assets perform better |
Based on monthly moving average Svenska Handelsbanken is performing at about 2% 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 Svenska Handelsbanken by adding it to a well-diversified portfolio.
Svenska Handelsbanken Fundamentals Growth
Svenska Stock prices reflect investors' perceptions of the future prospects and financial health of Svenska Handelsbanken, and Svenska Handelsbanken fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Svenska Stock performance.
Return On Equity | 0.11 | |||
Return On Asset | 0.0062 | |||
Profit Margin | 0.43 % | |||
Operating Margin | 0.54 % | |||
Current Valuation | 1.14 T | |||
Shares Outstanding | 35.25 M | |||
Price To Earning | 14.88 X | |||
Price To Book | 1.30 X | |||
Price To Sales | 4.28 X | |||
Revenue | 49.2 B | |||
EBITDA | 32.71 B | |||
Cash And Equivalents | 639.23 B | |||
Cash Per Share | 322.84 X | |||
Total Debt | 1.39 T | |||
Book Value Per Share | 99.00 X | |||
Cash Flow From Operations | (38.3 B) | |||
Earnings Per Share | 10.70 X | |||
Total Asset | 3.45 T | |||
Retained Earnings | 115.02 B | |||
Current Asset | 471.55 B | |||
Current Liabilities | 1.84 T | |||
About Svenska Handelsbanken Performance
To evaluate Svenska Handelsbanken Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Svenska Handelsbanken generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Svenska Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Svenska Handelsbanken market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Svenska's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Svenska Handelsbanken AB provides various banking products and services for private and corporate customers primarily in Sweden, the United Kingdom, Norway, the Netherlands, the United States, Luxembourg, China, Germany, France, and Poland. Svenska Handelsbanken AB was incorporated in 1871 and is headquartered in Stockholm, Sweden. Svenska Handelsbanken is traded on Stockholm Stock Exchange in Sweden.Things to note about Svenska Handelsbanken performance evaluation
Checking the ongoing alerts about Svenska Handelsbanken for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Svenska Handelsbanken help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Svenska Handelsbanken has high likelihood to experience some financial distress in the next 2 years | |
Svenska Handelsbanken AB has accumulated about 639.23 B in cash with (38.3 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 322.84. |
- Analyzing Svenska Handelsbanken'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 Svenska Handelsbanken's stock is overvalued or undervalued compared to its peers.
- Examining Svenska Handelsbanken'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 Svenska Handelsbanken's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Svenska Handelsbanken's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Svenska Handelsbanken's stock. These opinions can provide insight into Svenska Handelsbanken's potential for growth and whether the stock is currently undervalued or overvalued.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Svenska Handelsbanken AB. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics. Note that the Svenska Handelsbanken information on this page should be used as a complementary analysis to other Svenska Handelsbanken's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Complementary Tools for Svenska Stock analysis
When running Svenska Handelsbanken's price analysis, check to measure Svenska Handelsbanken'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 Svenska Handelsbanken is operating at the current time. Most of Svenska Handelsbanken's value examination focuses on studying past and present price action to predict the probability of Svenska Handelsbanken's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Svenska Handelsbanken's price. Additionally, you may evaluate how the addition of Svenska Handelsbanken to your portfolios can decrease your overall portfolio volatility.
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