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RIL RELIANCE IOC IOC Investing Basic Utilities Recycling 
Benchmark  United States  NYSE  10,566   16.312 Index Moved Down -0.15%  


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Reliance performance

 
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Reliance Industries

Stock@Bombay Stock Exchange 
India INR
  
1.70 times
  
On a scale of 0 to 100 Reliance holds performance score of 24. The corporation holds Beta of 0.86 which implies Reliance returns are very sensitive to returns on the market. as market goes up or down, Reliance is expected to follow.. Although it is vital to follow to Reliance Industries current trading patterns, it is good to be conservative about what you can actually do with the information about equity existing price patterns. The philosophy towards forecasting 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 Reliance Industries technical indicators you can presently evaluate if the expected return of 0.46% will be sustainable into the future. Please employ Reliance Industries Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to make a quick decision on weather Reliance historical price patterns will revert.
change horizon
Investment horizon:  
  30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  89,020  in Reliance Industries Limited on March 25, 2014 and sell it today you would earn a total of  7,665  from holding Reliance Industries Limited or generate 8.61% return on investment over 30 days. Reliance Industries Limited is generating 0.46% of daily returns assuming 1.02% volatility of returns over the 30 days investment horizon. Simply put, 10% of all equities have less volatile historical return distribution than Reliance Industries Limited and 86% 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 generate 1.42 times more return on investment than the market. However, the company is 1.42 times more volatile than its market benchmark. It trades about 0.45 of its potential returns per unit of risk. The NYSE is currently generating roughly 0.11 per unit of risk.

Reliance Operating Margin

Based on recorded statements Reliance Industries Limited has Operating Margin of 5.58%. This is 121.59% lower than that of Basic Materials sector, and 236.43% lower than that of Oil and Gas Refining and Marketing industry, The Operating Margin for all stocks is 162.28% 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.
Compared with the overall equity markets, risk-adjusted returns on investments in Reliance Industries Limited are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.
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1 Month Efficiency (a.k Sharpe Ratio) ...

0.45

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Estimated Market Risk

 1.02
  actual daily
 
 90 %
of total potential
 
Market Risk score

Expected Return

 0.46
  actual daily
 
 14 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.45
  actual daily
 
 24 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average Reliance is performing at about 24% 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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