Matthews India Buy or Sell Recommendation

Macroaxis provides Matthews India Instl buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Matthews India positions. The advice algorithm takes into account all of Matthews India Instl available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Matthews India buy-and-hold prospective. Please see also Matthews India Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Matthews India Instl -- USA Fund  

USD 33.31  0.16  0.48%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Matthews India Instl is 'Hold'.
For the selected time horizon Matthews India Instl has a risk adjusted performance of 0.0513, jensen alpha of 0.0766, total risk alpha of 0.0118, sortino ratio of 0.0553 and treynor ratio of (4.37)
Macroaxis buy or sell recommendations module can be used to complement Matthews India Instl advice provided by average analyst sentiment. It analyzes the entity potential to grow using fundamental, technical, data market data available at the time. Please exercise Matthews India Instl Price to Earning and Three Year Return to make buy, hold, or sell decision on Matthews India Instl.

Returns Distribution Density

Mean Return0.085957Value At Risk1.04
Potential Upside0.69Standard Deviation0.63
 Return Density 
      Distribution 

Matthews India Greeks

α
Alpha over DOW
=0.076564
βBeta against DOW=0.02
σ
Overall volatility
=0.58
 IrInformation ratio =0.065

Matthews India Volatility Alert

Matthews India Instl exhibits relatively low volatility with skewness of -0.41 and kurtosis of -0.98. However, we advice investors to further investigate Matthews India Instl to make sure all market statistics is disseminated and is consistent with investors' estimations about Matthews India upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Matthews India to competition
FundamentalsMatthews IndiaPeer Average
Price to Earning24.34 times7.6 times
Price to Book4.46 times1.04 times
Price to Sales4.69 times1.03 times
One Year Return(13.73) % 2.3 %
Three Year Return30.29 % 3.97 %
Five Year Return3.84 % 1.27 %
Ten Year Return12.89 % 1.17 %
Net Asset2.26 B1.37 B
Minimum Initial Investment100 K8.09 M
Equity Positions Weight100 % 40.68 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0513
Market Risk Adjusted Performance(4.36)
Mean Deviation0.5392
Semi Deviation0.5783
Downside Deviation0.7434
Coefficient Of Variation735.6
Standard Deviation0.6323
Variance0.3998
Information Ratio0.065
Jensen Alpha0.0766
Total Risk Alpha0.0118
Sortino Ratio0.0553
Treynor Ratio(4.37)
Maximum Drawdown1.71
Value At Risk(1.04)
Potential Upside0.6934
Downside Variance0.5526
Semi Variance0.3344
Expected Short fall(0.54)
Skewness(0.41)
Kurtosis(0.98)