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RELIANCE RIL IOC IOC 
Benchmark  United States  NYSE  11,046   36.629 Index Moved Up 0.33%  


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Reliance performance

   

Reliance Industries

Stock@Bombay Stock Exchange 
India INR
  
535.96 B
 
0.7313
 
Macroaxis gives Reliance performance score of 0 on a scale of 0 to 100. The corporation holds Beta of -1.1828 which implies as returns on market increase, returns on owning Reliance are expected to decrease by larger amounts. On the other hand, during market turmoil, Reliance is expected to significantly outperform it.. Even though it is essential to pay attention to Reliance Industries current trading patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Reliance Industries exposes twenty-one different technical indicators which can help you to evaluate its performance. Reliance Industries has expected return of -0.1434%. Please be advised to check Reliance Industries Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Reliance Industries past performance will be repeated at some point in the near future.
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Investment horizon:  
  30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  98,775  in Reliance Industries Limited on August 2, 2014 and sell it today you would lose (710) from holding Reliance Industries Limited or give up 0.72% of portfolio value over 30 days. Reliance Industries Limited is producing return of less than zero assuming 0.4308% volatility of returns over the 30 days investment horizon. Simply put, 4% of all equities have less volatile historical return distribution than Reliance Industries Limited and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%)
 
Change Benchmark  Embed  Risk (%) 
Assuming 30 trading days horizon, Reliance Industries Limited is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.07 times less risky than the market. the firm trades about -0.33 of its potential returns per unit of risk. The NYSE is currently generating roughly 0.27 of returns per unit of risk over similar time horizon.

Based on recorded statements Reliance Industries Limited has Operating Margin of 5.8%. This is 122.03% lower than that of the Basic Materials sector, and 146.81% higher than that of Oil and Gas Refining and Marketing industry, The Operating Margin for all stocks is 156.31% 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.
Over the last 30 days Reliance Industries Limited has generated negative risk-adjusted returns adding no value to investors with long positions.
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1 Month Efficiency (a.k Sharpe Ratio)

-0.3329

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Estimated Market Risk

 0.43
  actual daily
 
 96 %
of total potential
 
Market Risk score

Expected Return

 -0.14
  actual daily
 
 1 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 -0.33
  actual daily
 
 1 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average Reliance 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 Reliance by adding it to a well-diversified portfolio.

 

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