IDFC Banking (India) Manager Performance Evaluation |
The fund retains Market Volatility (i.e. Beta) of -0.0095 which attests that as returns on market increase, returns on owning IDFC Banking are expected to decrease at a much smaller rate. During bear market, IDFC Banking is likely to outperform the market. Although it is vital to follow to IDFC Banking Debt current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. Macroaxis approach into determining future performance of any fund is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if IDFC Banking Debt expected return of 1.1672 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
Horizon | 30 Days Login to change |
IDFC Banking Debt Relative Risk vs. Return Landscape
If you would invest 1,071 in IDFC Banking Debt Reg Qtr Div on January 20, 2019 and sell it today you would earn a total of 25.00 from holding IDFC Banking Debt Reg Qtr Div or generate 2.33% return on investment over 30 days. IDFC Banking Debt Reg Qtr Div is generating 1.1672% of daily returns and assumes 1.6506% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than IDFC Banking and 78% of equity instruments are likely to generate higher returns than the company over the next 30 trading days. Daily Expected Return (%) |
IDFC Banking Current Valuation
Not valued
IDFC Banking is Unknown risk asset. IDFC Banking Debt regular Real Value cannot be determined due to lack of data. The prevalent price of IDFC Banking Debt is 0.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of IDFC Banking Debt from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since in the future stocks prices and their ongoing real values will come together.
IDFC Banking Market Risk Analysis
Sharpe Ratio = 0.7071
BestPortfolio | BestEquity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | 121937 | |||
Cash | SmallRisk | AverageRisk | HighRisk | HugeRisk |
Negative Returns |
IDFC Banking Relative Performance Indicators
Estimated Market Risk
1.65 actual daily | 15 % of total potential |
Expected Return
1.17 actual daily | 22 % of total potential |
Risk-Adjusted Return
0.71 actual daily | 47 % of total potential |
Based on monthly moving average IDFC Banking is performing at about 47% 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 IDFC Banking by adding it to a well-diversified portfolio.
IDFC Banking Performance Rating
IDFC Banking Debt Reg Qtr Div Risk Adjusted Performance Analysis
Risk-Adjusted Fund PerformanceCompared to the overall equity markets, risk-adjusted returns on investments in IDFC Banking Debt Reg Qtr Div are ranked lower than 47 (%) of all funds and portfolios of funds over the last 30 days.
IDFC Banking Alerts
Equity Alerts and Improvement Suggestions
IDFC Banking Debt is not yet fully synchronised with the market data | |
IDFC Banking Debt has some characteristics of a very speculative penny stock | |
The fund holds about 100.0% of its total net assets in cash |
IDFC Banking Performance Indicators
IDFC Banking Debt Basic Price Performance Measures
Fifty Two Week Low | 10.4945 |
Fifty Two Week High | 10.4945 |
Annual Report Expense Ratio | 0.32% |
Check also Trending Equities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Search macroaxis.com