Alkem Laboratories (India) Performance

ALKEM -- India Stock  

INR 1,904  24.20  1.29%

Alkem Laboratories has performance score of 6 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0526 which signifies that as returns on market increase, Alkem Laboratories returns are expected to increase less than the market. However during bear market, the loss on holding Alkem Laboratories will be expected to be smaller as well. Although it is extremely important to respect Alkem Laboratories historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing 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 Alkem Laboratories technical indicators you can presently evaluate if the expected return of 0.0806% will be sustainable into the future. Alkem Laboratories right now shows a risk of 0.8823%. Please confirm Alkem Laboratories Variance as well as the relationship between Maximum Drawdown and Semi Variance to decide if Alkem Laboratories will be following its price patterns.
Horizon     30 Days    Login   to change

Alkem Laboratories Relative Risk vs. Return Landscape

If you would invest  185,600  in Alkem Laboratories Limited on January 20, 2019 and sell it today you would earn a total of  4,760  from holding Alkem Laboratories Limited or generate 2.56% return on investment over 30 days. Alkem Laboratories Limited is generating 0.0806% of daily returns and assumes 0.8823% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Alkem Laboratories and 99% 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, Alkem Laboratories is expected to generate 5.28 times less return on investment than the market. But when comparing it to its historical volatility, the company is 2.16 times less risky than the market. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 of returns per unit of risk over similar time horizon.

Alkem Laboratories Market Risk Analysis

Sharpe Ratio = 0.0913
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Alkem Laboratories Relative Performance Indicators

Estimated Market Risk
  actual daily
 8 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 6 %
of total potential
Based on monthly moving average Alkem Laboratories is performing at about 6% 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 Alkem Laboratories by adding it to a well-diversified portfolio.

Alkem Laboratories Performance Rating

Alkem Laboratories Limited Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Alkem Laboratories Limited are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.

Alkem Laboratories Alerts

Equity Alerts and Improvement Suggestions

Alkem Laboratories is not yet fully synchronised with the market data

Alkem Laboratories Performance Indicators

Alkem Laboratories Basic Price Performance Measures

Quick Ratio0.96
Fifty Two Week Low1,726.00
Target High Price2,400.00
Fifty Two Week High2,279.90
Payout Ratio24.70%
Trailing Annual Dividend Yield0.37%
Target Low Price1,780.00

Alkem Laboratories Dividends

Alkem Laboratories Dividends Analysis

Check Alkem Laboratories dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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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.