DEWAN HOUSING (India) Performance

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DHFL -- India Stock  

INR 10.85  1.29  13.49%

The firm shows Beta (market volatility) of 0.2198 which denotes to the fact that as returns on market increase, DEWAN HOUSING returns are expected to increase less than the market. However during bear market, the loss on holding DEWAN HOUSING will be expected to be smaller as well. Even though it is essential to pay attention to DEWAN HOUSING FINANCE historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis way of predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. DEWAN HOUSING FINANCE CORPORAT exposes twenty-one different technical indicators which can help you to evaluate its performance. DEWAN HOUSING FINANCE has expected return of -1.4354%. Please be advised to confirm DEWAN HOUSING FINANCE Maximum Drawdown, Potential Upside and the relationship between Treynor Ratio and Value At Risk to decide if DEWAN HOUSING FINANCE past performance will be repeated in the future.

Risk-Adjusted Performance

Over the last 30 days DEWAN HOUSING FINANCE CORPORAT has generated negative risk-adjusted returns adding no value to investors with long positions. Allthough weak performance in the last few months, the Stock's forward indicators remain quite persistent which may send shares a bit higher in March 2020. The existing mess may also be a sign of long standing up-swing for the corporation partners.
Quick Ratio15.20
Fifty Two Week Low9.41
Target High Price765.00
Fifty Two Week High176.40
Trailing Annual Dividend Yield50.69%
Target Low Price600.00

DEWAN HOUSING FINANCE Relative Risk vs. Return Landscape

If you would invest  2,220  in DEWAN HOUSING FINANCE CORPORAT on January 22, 2020 and sell it today you would lose (1,264)  from holding DEWAN HOUSING FINANCE CORPORAT or give up 56.94% of portfolio value over 30 days. DEWAN HOUSING FINANCE CORPORAT is generating negative expected returns and assumes 4.7423% volatility on return distribution over the 30 days horizon. Simply put, 42% of equities are less volatile than DEWAN HOUSING 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, DEWAN HOUSING is expected to under-perform the market. In addition to that, the company is 5.86 times more volatile than its market benchmark. It trades about -0.3 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.07 per unit of volatility.

DEWAN HOUSING Market Risk Analysis

Sharpe Ratio = -0.3027
Good Returns
Average Returns
Small Returns
Negative ReturnsDHFL

DEWAN HOUSING Relative Performance Indicators

Estimated Market Risk
  actual daily
 42 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average DEWAN HOUSING is performing at about 0% 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 DEWAN HOUSING by adding it to a well-diversified portfolio.


Equity Alerts and Improvement Suggestions

DEWAN HOUSING generates negative expected return over the last 30 days
DEWAN HOUSING has high historical volatility and very poor performance
DEWAN HOUSING has high likelihood to experience some financial distress in the next 2 years
The company reported revenue of 22.54 B. Net Loss for the year was (87.2 B) with profit before overhead, payroll, taxes, and interest of 38.53 B.



Check DEWAN HOUSING FINANCE dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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Continue to Investing Opportunities. 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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