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Allied performance

 
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Allied Farmers Limited

Stock@New Zealand Stock Exchange 
New Zealand NZD
      
On a scale of 0 to 100 Allied holds performance score of 3. The organization shows Beta (market volatility) of -3.82 which signifies that as returns on market increase, returns on owning Allied are expected to decrease by larger amounts. On the other hand, during market turmoil, Allied is expected to significantly outperform it. Although it is vital to follow to Allied Farmers Limited historical returns, it is good to be conservative about what you can actually do with the information about equity current trading patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-six technical indicators for Allied Farmers Limited which you can use to evaluate performance of the firm. Please makes use of Allied Farmers Limited Information Ratio, Treynor Ratio, Downside Variance, as well as the relationship between Total Risk Alpha and Value At Risk to make a quick decision on weather Allied price patterns will revert.
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Relative Risk vs. Return Landscape

If you would invest  3.00  in Allied Farmers Limited on May 21, 2013 and sell it today you would lose (1.00) from holding Allied Farmers Limited or give up 33.33% of portfolio value over 30 days. Allied Farmers Limited is generating 0.79% of daily returns assuming 13.41% volatility of returns over the 30 days investment horizon. Simply put, majority of traded equity instruments are less risky than Allied Farmers Limited on the bases of their historical return distribution and most equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
 
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Assuming 30 trading days horizon, Allied Farmers Limited is expected to generate 15.07 times more return on investment than the market. However, the company is 15.07 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The S&P 500 is currently generating roughly -0.12 per unit of risk.

Allied Operating Margin

Based on recorded statements Allied Farmers Limited has Operating Margin of 9.82%. This is 772.6% lower than that of Consumer Goods sector, and 189.52% lower than that of Farm Products industry, The Operating Margin for all stocks is 359.1% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Allied Return On Equity vs Return On Asset

Allied Farmers Limited is rated below average in return on equity category among related companies. It is rated below average in return on asset category among related companies .
Allied
Performance
3
Out Of
100
Over 30
Days
97% of all equities and portfolios perform better than Allied Farmers Limited. Compared with the overall equity markets, risk-adjusted returns on investments in Allied Farmers Limited are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.
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1 Month Efficiency (a.k Sharpe Ratio) ...

0.06

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Estimated Market Risk

 13.41
  actual daily
 
 4 %
of total potential
 
Market Risk score

Expected Return

 0.79
  actual daily
 
 33 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.06
  actual daily
 
 3 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average Allied is performing at about 3% 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 Allied by adding it to a well-diversified portfolio.

 
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