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SJVN Limited (SJVN.NS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

INE002L01015

Sector

Utilities

Highlights

Market Cap

₹457.66B

EPS (TTM)

₹2.57

PE Ratio

45.32

Total Revenue (TTM)

₹29.23B

Gross Profit (TTM)

₹21.05B

EBITDA (TTM)

₹24.21B

Year Range

₹80.14 - ₹168.08

Target Price

₹91.00

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
SJVN.NS vs. CESC.NS SJVN.NS vs. BMK.L SJVN.NS vs. HFCL.NS SJVN.NS vs. QLD SJVN.NS vs. FXAIX
Popular comparisons:
SJVN.NS vs. CESC.NS SJVN.NS vs. BMK.L SJVN.NS vs. HFCL.NS SJVN.NS vs. QLD SJVN.NS vs. FXAIX

Performance

Performance Chart

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


800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
881.44%
904.27%
SJVN.NS (SJVN Limited)
Benchmark (^GSPC)

Returns By Period

SJVN Limited had a return of 24.41% year-to-date (YTD) and 26.14% in the last 12 months. Over the past 10 years, SJVN Limited had an annualized return of 24.53%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


SJVN.NS

YTD

24.41%

1M

7.83%

6M

-15.04%

1Y

26.14%

5Y*

43.98%

10Y*

24.53%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SJVN.NS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202444.91%-7.21%0.21%10.71%3.94%-5.78%12.79%-10.18%-0.14%-14.47%1.38%24.41%
2023-0.73%-4.92%6.57%6.92%0.70%14.25%40.22%9.24%17.65%-2.87%19.56%7.06%177.25%
2022-0.00%-2.84%-4.19%3.83%-3.33%-2.36%5.39%8.64%2.55%12.88%13.69%-14.05%18.15%
20210.20%9.46%2.16%-3.26%10.91%-0.18%-2.33%-3.49%8.63%0.71%-1.76%10.05%33.79%
2020-0.39%-2.22%-10.37%1.93%-0.47%3.56%1.15%5.90%-3.95%-0.23%10.50%2.69%6.82%
2019-5.28%-1.15%7.11%-0.21%5.61%-1.97%-1.20%0.00%1.10%1.03%0.82%3.04%8.62%
20181.33%6.18%-4.34%0.60%-7.36%-5.51%-7.55%5.57%-3.00%2.37%-3.74%-5.37%-19.98%
20178.83%7.59%2.12%3.86%-8.15%-0.47%4.23%-3.15%1.79%9.58%-6.21%1.95%22.24%
2016-9.43%0.93%0.88%-0.70%-2.64%3.07%-2.45%0.72%5.14%15.00%-4.95%-5.36%-1.81%
20152.44%1.87%-2.20%-1.64%2.08%-3.05%6.93%-5.50%5.98%13.97%-0.35%11.78%35.07%
2014-1.87%-2.38%2.68%7.84%8.81%0.61%-1.41%-1.84%-1.08%5.26%-0.83%3.15%19.70%
20135.39%-8.00%-8.70%5.82%2.25%-2.20%-4.50%1.05%3.56%1.32%9.09%1.90%5.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SJVN.NS is 60, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SJVN.NS is 6060
Overall Rank
The Sharpe Ratio Rank of SJVN.NS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SJVN.NS is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SJVN.NS is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SJVN.NS is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SJVN.NS is 6060
Martin 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 SJVN Limited (SJVN.NS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SJVN.NS, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.292.10
The chart of Sortino ratio for SJVN.NS, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.812.80
The chart of Omega ratio for SJVN.NS, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.39
The chart of Calmar ratio for SJVN.NS, currently valued at 0.50, compared to the broader market0.002.004.006.000.503.09
The chart of Martin ratio for SJVN.NS, currently valued at 1.00, compared to the broader market-5.000.005.0010.0015.0020.0025.001.0013.49
SJVN.NS
^GSPC

The current SJVN Limited Sharpe ratio is 0.29. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SJVN 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.29
2.34
SJVN.NS (SJVN Limited)
Benchmark (^GSPC)

Dividends

Dividend History

SJVN Limited provided a 1.61% dividend yield over the last twelve months, with an annual payout of ₹1.80 per share.


2.00%4.00%6.00%8.00%₹0.00₹0.50₹1.00₹1.50₹2.00₹2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend₹1.80₹1.77₹1.70₹2.20₹2.20₹2.15₹2.10₹2.75₹1.10₹1.05₹0.98₹0.96

Dividend yield

1.61%1.95%4.96%7.18%8.85%8.45%8.22%8.11%3.67%3.30%3.99%4.49%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024₹0.00₹1.15₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.65₹0.00₹0.00₹0.00₹1.80
2023₹0.00₹1.15₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.62₹0.00₹0.00₹0.00₹1.77
2022₹0.00₹1.15₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.55₹0.00₹0.00₹0.00₹1.70
2021₹0.00₹1.80₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.40₹0.00₹0.00₹0.00₹2.20
2020₹0.00₹1.70₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.50₹0.00₹0.00₹0.00₹2.20
2019₹0.00₹1.50₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.65₹0.00₹0.00₹0.00₹2.15
2018₹0.00₹1.90₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.20₹0.00₹0.00₹0.00₹2.10
2017₹0.00₹2.25₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.50₹0.00₹0.00₹0.00₹2.75
2016₹0.00₹0.63₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.47₹0.00₹0.00₹0.00₹1.10
2015₹0.00₹0.63₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.42₹0.00₹0.00₹0.00₹1.05
2014₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.98₹0.00₹0.00₹0.00₹0.98
2013₹0.96₹0.00₹0.00₹0.00₹0.96

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%1.6%
SJVN Limited has a dividend yield of 1.61%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%76.0%
SJVN Limited has a payout ratio of 75.95%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.11%
-2.38%
SJVN.NS (SJVN Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SJVN 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 SJVN Limited was 42.15%, occurring on Mar 23, 2020. Recovery took 302 trading sessions.

The current SJVN Limited drawdown is 27.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.15%Feb 21, 2018511Mar 23, 2020302Jun 10, 2021813
-32.4%Jul 16, 202489Nov 21, 2024
-32.19%Feb 9, 202423Mar 13, 202480Jul 11, 2024103
-24.68%Nov 11, 2010382May 25, 2012465Apr 9, 2014847
-22.98%Dec 6, 202277Mar 24, 202358Jun 21, 2023135

Volatility

Volatility Chart

The current SJVN Limited volatility is 10.14%, 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%JulyAugustSeptemberOctoberNovemberDecember
10.14%
3.78%
SJVN.NS (SJVN Limited)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for SJVN Limited.


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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