CPSE ETF (India) Performance

CPSEETF -- India Stock  

INR 24.97  0.33  1.30%

CPSE ETF has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.2799 which signifies that as returns on market increase, CPSE ETF returns are expected to increase less than the market. However during bear market, the loss on holding CPSE ETF will be expected to be smaller as well.. Although it is extremely important to respect CPSE ETF historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach 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 CPSE ETF technical indicators you can now evaluate if the expected return of 0.0569% will be sustainable into the future. CPSE ETF currently shows a risk of 1.0146%. Please confirm CPSE ETF Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if CPSE ETF will be following its price patterns.
Horizon     30 Days    Login   to change

CPSE ETF Relative Risk vs. Return Landscape

If you would invest  2,475  in CPSE ETF on October 20, 2018 and sell it today you would earn a total of  22.00  from holding CPSE ETF or generate 0.89% return on investment over 30 days. CPSE ETF is generating 0.0569% of daily returns and assumes 1.0146% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than CPSE ETF 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, CPSE ETF is expected to generate 0.83 times more return on investment than the market. However, the company is 1.2 times less risky than the market. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of risk.

CPSE ETF Market Risk Analysis

Sharpe Ratio = 0.0561
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CPSE ETF Relative Performance Indicators

Estimated Market Risk
 1.01
  actual daily
 
 91 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.06
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average CPSE ETF is performing at about 3% 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 CPSE ETF by adding it to a well-diversified portfolio.

CPSE ETF Performance Rating

CPSE ETF Risk Adjusted Performance Analysis

3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in CPSE ETF are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

CPSE ETF Alerts

Equity Alerts and Improvement Suggestions

CPSE ETF is not yet fully synchronised with the market data
Latest headline from www.financialexpress.com: Disinvestment department to frame guidelines for sale of enemy shares

CPSE ETF Performance Indicators

CPSE ETF Basic Price Performance Measures

Fifty Two Week Low23.55
Fifty Two Week High31.49
Check also Trending Equities. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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