STANBIC IBTC (Nigeria) Performance
The entity owns a Beta (Systematic Risk) of 1.85, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, STANBIC IBTC will likely underperform.
Risk-Adjusted Performance
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Over the last 90 days STANBIC IBTC ETF has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, STANBIC IBTC is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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STANBIC IBTC Relative Risk vs. Return Landscape
If you would invest 32,200 in STANBIC IBTC ETF on May 11, 2025 and sell it today you would earn a total of 17,799 from holding STANBIC IBTC ETF or generate 55.28% return on investment over 90 days. STANBIC IBTC ETF is generating 0.8398% of daily returns and assumes 5.1182% volatility on return distribution over the 90 days horizon. Simply put, 45% of etfs are less volatile than STANBIC, and 84% 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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STANBIC IBTC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for STANBIC IBTC's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as STANBIC IBTC ETF, and traders can use it to determine the average amount a STANBIC IBTC'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 = 0.1641
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Estimated Market Risk
| 5.12 actual daily | 45 55% of assets are more volatile |
Expected Return
| 0.84 actual daily | 16 84% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average STANBIC IBTC 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 STANBIC IBTC by adding it to a well-diversified portfolio.