Digjam (India) Performance

DIGJAMLTD -- India Stock  

INR 6.63  0.06  0.90%

Macroaxis gives Digjam performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2191 which denotes to the fact that as returns on market increase, returns on owning Digjam are expected to decrease at a much smaller rate. During bear market, Digjam is likely to outperform the market.. Even though it is essential to pay attention to Digjam Limited historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards 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. Digjam Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Digjam Limited has expected return of -0.0761%. Please be advised to confirm Digjam Limited Information Ratio, Value At Risk and the relationship between Standard Deviation and Treynor Ratio to decide if Digjam Limited past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Digjam Limited Relative Risk vs. Return Landscape

If you would invest  688.00  in Digjam Limited on August 19, 2018 and sell it today you would lose (13.00)  from holding Digjam Limited or give up 1.89% of portfolio value over 30 days. Digjam Limited is generating negative expected returns and assumes 2.2672% volatility on return distribution over the 30 days horizon. Simply put, 20% of equities are less volatile than Digjam Limited 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, Digjam Limited is expected to under-perform the market. In addition to that, the company is 5.83 times more volatile than its market benchmark. It trades about -0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of volatility.

Digjam Market Risk Analysis

Sharpe Ratio = -0.0336
Good Returns
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Negative ReturnsDIGJAMLTD

Digjam Relative Performance Indicators

Estimated Market Risk
  actual daily
 80 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Digjam 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 Digjam by adding it to a well-diversified portfolio.

Digjam Performance Rating

Digjam Limited Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Digjam Limited has generated negative risk-adjusted returns adding no value to investors with long positions.

Digjam Alerts

Equity Alerts and Improvement Suggestions

Digjam Limited generates negative expected return over the last 30 days
Digjam Limited has high likelihood to experience some financial distress in the next 2 years
Latest headline from tremontherald.com: Digjam Limited Claw Higher 5.26 percent For the Week

Digjam Performance Indicators

Digjam Limited Basic Price Performance Measures

Fifty Two Week Low5.58
Payout Ratio0.00%
Fifty Two Week High22.50
Additionally see Investing Opportunities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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