PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSE Limited (BSE.NS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISININE118H01025
SectorFinancial Services
IndustryFinancial Data & Stock Exchanges

Highlights

Market Cap₹434.88B
EPS₹51.37
PE Ratio62.49
Revenue (TTM)₹13.08B
Gross Profit (TTM)₹8.33B
EBITDA (TTM)₹5.67B
Year Range₹499.24 - ₹3,264.70
Target Price₹2,561.00

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSE Limited

Popular comparisons: BSE.NS vs. QQQ, BSE.NS vs. BRK-A

Performance

Performance Chart

The chart shows the growth of an initial investment of ₹10,000 in BSE Limited, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2024FebruaryMarchApril
889.66%
172.29%
BSE.NS (BSE Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

BSE Limited had a return of 25.61% year-to-date (YTD) and 441.35% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date25.61%5.57%
1 month10.90%-4.16%
6 months49.77%20.07%
1 year441.35%20.82%
5 years (annualized)74.05%11.56%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.61%1.86%6.30%
202343.53%32.95%-10.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BSE.NS is 100, placing it in the top 0% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BSE.NS is 100100
BSE Limited(BSE.NS)
The Sharpe Ratio Rank of BSE.NS is 100100Sharpe Ratio Rank
The Sortino Ratio Rank of BSE.NS is 9999Sortino Ratio Rank
The Omega Ratio Rank of BSE.NS is 9999Omega Ratio Rank
The Calmar Ratio Rank of BSE.NS is 100100Calmar Ratio Rank
The Martin Ratio Rank of BSE.NS is 100100Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BSE Limited (BSE.NS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BSE.NS
Sharpe ratio
The chart of Sharpe ratio for BSE.NS, currently valued at 10.31, compared to the broader market-2.00-1.000.001.002.003.0010.31
Sortino ratio
The chart of Sortino ratio for BSE.NS, currently valued at 7.41, compared to the broader market-4.00-2.000.002.004.006.007.41
Omega ratio
The chart of Omega ratio for BSE.NS, currently valued at 2.03, compared to the broader market0.501.001.502.03
Calmar ratio
The chart of Calmar ratio for BSE.NS, currently valued at 9.75, compared to the broader market0.002.004.006.009.75
Martin ratio
The chart of Martin ratio for BSE.NS, currently valued at 77.39, compared to the broader market-10.000.0010.0020.0030.0077.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-2.00-1.000.001.002.003.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.006.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market-10.000.0010.0020.0030.006.92

Sharpe Ratio

The current BSE Limited Sharpe ratio is 10.31. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BSE Limited with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.0012.00NovemberDecember2024FebruaryMarchApril
10.31
2.04
BSE.NS (BSE Limited)
Benchmark (^GSPC)

Dividends

Dividend History

BSE Limited granted a 0.43% dividend yield in the last twelve months. The annual payout for that period amounted to ₹12.00 per share.


PeriodTTM2023202220212020201920182017
Dividend₹12.00₹12.00₹13.50₹7.00₹5.67₹8.33₹18.67₹9.33

Dividend yield

0.43%0.54%2.48%1.09%2.75%4.99%9.36%3.08%

Monthly Dividends

The table displays the monthly dividend distributions for BSE Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024₹0.00₹0.00₹0.00
2023₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹12.00₹0.00₹0.00₹0.00₹0.00
2022₹0.00₹0.00₹0.00₹0.00₹0.00₹13.50₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2021₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹7.00₹0.00₹0.00₹0.00₹0.00
2020₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹5.67₹0.00₹0.00₹0.00₹0.00₹0.00
2019₹0.00₹0.00₹0.00₹0.00₹0.00₹8.33₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2018₹0.00₹1.67₹0.00₹0.00₹0.00₹0.00₹10.33₹0.00₹0.00₹0.00₹0.00₹6.67
2017₹1.67₹0.00₹0.00₹0.00₹0.00₹0.00₹7.67₹0.00₹0.00₹0.00₹0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.4%
BSE Limited has a dividend yield of 0.43%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%57.5%
BSE Limited has a payout ratio of 57.47%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-13.09%
-4.07%
BSE.NS (BSE Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BSE Limited. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BSE Limited was 71.15%, occurring on Mar 23, 2020. Recovery took 294 trading sessions.

The current BSE Limited drawdown is 13.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.15%Jun 6, 2017689Mar 23, 2020294May 31, 2021983
-58.7%Mar 15, 2022259Mar 28, 2023105Aug 31, 2023364
-23.6%Feb 6, 202430Mar 19, 20247Apr 1, 202437
-20.65%Jul 22, 202122Aug 23, 202133Oct 8, 202155
-19.91%Dec 15, 20219Dec 27, 202151Mar 10, 202260

Volatility

Volatility Chart

The current BSE Limited volatility is 22.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
22.40%
3.91%
BSE.NS (BSE Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of BSE Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items