IDFC Banking (India) Manager Performance Evaluation

All EquitiesFundsIndia
Fund IDFC Banking Debt Reg Qtr Div
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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, IDFC Banking is expected to generate 0.87 times more return on investment than the market. However, the company is 1.15 times less risky than the market. It trades about 0.71 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 per unit of risk.

IDFC Banking Current Valuation

Not valued
February 19, 2019
0.00
Market Value
0.00
Downside
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
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
Best
Portfolio		Best
Equity
Good Returns
Average Returns
Small Returns121937
CashSmall
Risk		Average
Risk		High
Risk		Huge
Risk
Negative Returns

IDFC Banking Relative Performance Indicators

Estimated Market Risk
 1.65
  actual daily
 
 15 %
of total potential
 
15
Expected Return
 1.17
  actual daily
 
 22 %
of total potential
 
22
Risk-Adjusted Return
 0.71
  actual daily
 
 47 %
of total potential
 
47
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

47

Risk-Adjusted Fund Performance

Compared 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 Low10.4945
Fifty Two Week High10.4945
Annual Report Expense Ratio0.32%
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.
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