Bharat Immunologicals (India) Performance

Bharat Immunologicals Biologicals Corp Ltd -- India Stock  

INR 22.45  0.05  0.22%

Bharat Immunologicals has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of 3.5784 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Bharat Immunologicals will likely underperform.. Although it is extremely important to respect Bharat Immunologicals historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy in 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. By analyzing Bharat Immunologicals technical indicators you can presently evaluate if the expected return of 0.1269% will be sustainable into the future. Bharat Immunologicals right now shows a risk of 2.2776%. Please confirm Bharat Immunologicals Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if Bharat Immunologicals will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  2,195  in Bharat Immunologicals Biologicals Corp Ltd on September 18, 2017 and sell it today you would earn a total of  50  from holding Bharat Immunologicals Biologicals Corp Ltd or generate 2.28% return on investment over 30 days. Bharat Immunologicals Biologicals Corp Ltd is generating 0.1269% of daily returns and assumes 2.2776% volatility on return distribution over the 30 days horizon. Simply put, 21% of equities are less volatile than Bharat Immunologicals Biologicals Corp Ltd and 98% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Bharat Immunologicals Biologicals Corp Ltd is expected to generate 1.01 times less return on investment than the market. In addition to that, the company is 10.11 times more volatile than its market benchmark. It trades about 0.06 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of volatility.

3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Bharat Immunologicals Biologicals Corp Ltd are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Bharat Immunologicals Sharpe Ratio = 0.0557
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Estimated Market Risk

 2.28
  actual daily
 
 79 %
of total potential
  

Expected Return

 0.13
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.06
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average Bharat Immunologicals 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 Bharat Immunologicals by adding it to a well-diversified portfolio.