Eros International Performance

Eros International Plc -- USA Stock  

USD 13.65  0.9  6.19%

Macroaxis gives Eros International performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 9.6157 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Eros International will likely underperform.. Even though it is essential to pay attention to Eros International Plc historical returns, it is always good to be careful when utilizing equity current trending patternss. Macroaxis philosophy towards predicting 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. Eros International Plc exposes twenty-one different technical indicators which can help you to evaluate its performance. Eros International Plc has expected return of -0.2141%. Please be advised to confirm Eros International Plc Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if Eros International Plc 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  1,465  in Eros International Plc on September 18, 2017 and sell it today you would lose (100)  from holding Eros International Plc or give up 6.83% of portfolio value over 30 days. Eros International Plc is currenly does not generate positive expected returns and assumes 4.432% risk (volatility on return distribution) over the 30 days horizon. In different words, 41% of equities are less volatile than Eros International Plc and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Eros International Plc is expected to under-perform the market. In addition to that, the company is 19.68 times more volatile than its market benchmark. It trades about -0.05 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of volatility.

Eros International Daily Price Distribution

The median price of Eros International for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 14.55 with a coefficient of variation of 4.55. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 14.43, and mean deviation of 0.5. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Eros International Plc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Eros International Sharpe Ratio = -0.0483
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Estimated Market Risk

 4.43
  actual daily
 
 59 %
of total potential
  

Expected Return

 -0.21
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.05
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Eros International 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 Eros International by adding it to a well-diversified portfolio.