Chambal Breweries (India) Performance

CHMBBRW -- India Stock  

INR 1.80  0.07  4.05%

On a scale of 0 to 100 Chambal Breweries holds performance score of 5. The firm shows Beta (market volatility) of 4.1771 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Chambal Breweries will likely underperform.. Although it is vital to follow to Chambal Breweries historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy in 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 Chambal Breweries technical indicators you can presently evaluate if the expected return of 0.3728% will be sustainable into the future. Please makes use of Chambal Breweries Mean Deviation, Standard Deviation, Treynor Ratio, as well as the relationship between Downside Deviation and Information Ratio to make a quick decision on weather Chambal Breweries price patterns will revert.
Horizon     30 Days    Login   to change

Chambal Breweries Relative Risk vs. Return Landscape

If you would invest  172.00  in Chambal Breweries Distilleries Ltd on August 24, 2018 and sell it today you would earn a total of  8.00  from holding Chambal Breweries Distilleries Ltd or generate 4.65% return on investment over 30 days. Chambal Breweries Distilleries Ltd is generating 0.3728% of daily returns and assumes 4.3767% volatility on return distribution over the 30 days horizon. Simply put, 39% of equities are less volatile than Chambal Breweries Distilleries Ltd and 93% 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, Chambal Breweries Distilleries Ltd is expected to generate 9.75 times more return on investment than the market. However, the company is 9.75 times more volatile than its market benchmark. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly 0.39 per unit of risk.

Chambal Breweries Market Risk Analysis

Sharpe Ratio = 0.0852
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Chambal Breweries Relative Performance Indicators

Estimated Market Risk
 4.38
  actual daily
 
 61 %
of total potential
  
Expected Return
 0.37
  actual daily
 
 7 %
of total potential
  
Risk-Adjusted Return
 0.09
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average Chambal Breweries is performing at about 5% 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 Chambal Breweries by adding it to a well-diversified portfolio.

Chambal Breweries Performance Rating

Chambal Breweries Distilleries Ltd Risk Adjusted Performance Analysis

5 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Chambal Breweries Distilleries Ltd are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

Chambal Breweries Alerts

Equity Alerts and Improvement Suggestions

Chambal Breweries may become a speculative penny stock
Chambal Breweries has very high historical volatility over the last 30 days
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