Bharat Immunologicals (India) Performance

Macroaxis gives Bharat Immunologicals performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.3514 which signifies that as returns on market increase, returns on owning Bharat Immunologicals are expected to decrease by larger amounts. On the other hand, during market turmoil, Bharat Immunologicals is expected to significantly outperform it.. Even though it is essential to pay attention to Bharat Immunologicals historical returns, it is always good to be careful when utilizing equity current trading patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Bharat Immunologicals Biologicals Corp Ltd exposes twenty-eight different technical indicators which can help you to evaluate its performance. Bharat Immunologicals has expected return of -0.303%. Please be advised to confirm Bharat Immunologicals Sortino Ratio, Semi Variance and the relationship between Information Ratio and Value At Risk to decide if Bharat Immunologicals past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  2,855  in Bharat Immunologicals Biologicals Corp Ltd on May 30, 2017 and sell it today you would lose (195.00)  from holding Bharat Immunologicals Biologicals Corp Ltd or give up 6.83% of portfolio value over 30 days. Bharat Immunologicals Biologicals Corp Ltd is generating negative expected returns and assumes 1.9428% volatility on return distribution over the 30 days horizon. Simply put, 19% of equities are less volatile than Bharat Immunologicals Biologicals Corp Ltd and 99% 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 under-perform the market. In addition to that, the company is 6.04 times more volatile than its market benchmark. It trades about -0.16 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.28 per unit of volatility.

0 

Risk-Adjusted Performance

Over the last 30 days Bharat Immunologicals Biologicals Corp Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Bharat Immunologicals Sharpe Ratio = -0.156
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Estimated Market Risk

 1.94
  actual daily
 
 81 %
of total potential
  

Expected Return

 -0.3
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.16
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Bharat Immunologicals is performing at about 0% 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.