SBI Pharma (India) Manager Performance Evaluation

F0GBR06R8K -- India Fund  

INR 128.41  0.45  0.35%

The entity has beta of 0.3066 which indicates as returns on market increase, SBI Pharma returns are expected to increase less than the market. However during bear market, the loss on holding SBI Pharma will be expected to be smaller as well.. Although it is vital to follow to SBI Pharma Reg current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The way of measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-one technical indicators for SBI Pharma Reg Gr which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

SBI Pharma Reg Relative Risk vs. Return Landscape

If you would invest  12,635  in SBI Pharma Reg Gr on August 21, 2018 and sell it today you would earn a total of  206.00  from holding SBI Pharma Reg Gr or generate 1.63% return on investment over 30 days. SBI Pharma Reg Gr is generating 0.5435% of daily returns and assumes 0.9413% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than SBI Pharma Reg Gr and 90% 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, SBI Pharma Reg Gr is expected to generate 2.38 times more return on investment than the market. However, the company is 2.38 times more volatile than its market benchmark. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.26 per unit of risk.

SBI Pharma Current Valuation

Not valued
September 20, 2018
128.41
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
SBI Pharma is Unknown risk asset. SBI Pharma Reg current Real Value cannot be determined due to lack of data. The regular price of SBI Pharma Reg is 128.41. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of SBI Pharma Reg from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since in the future securities prices and their ongoing real values will draw towards each other.

SBI Pharma Market Risk Analysis

Sharpe Ratio = 0.5774
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsF0GBR06R8K
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

SBI Pharma Relative Performance Indicators

Estimated Market Risk
 0.94
  actual daily
 
 92 %
of total potential
  
Expected Return
 0.54
  actual daily
 
 10 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average SBI Pharma is performing at about 38% 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 SBI Pharma by adding it to a well-diversified portfolio.

SBI Pharma Performance Rating

SBI Pharma Reg Gr Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in SBI Pharma Reg Gr are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

SBI Pharma Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 5.48% of its assets under management (AUM) in cash

SBI Pharma Performance Indicators

SBI Pharma Reg Basic Price Performance Measures

Fifty Two Week Low120.0020
Fifty Two Week High128.0990
Annual Report Expense Ratio2.73%
Additionally see Investing Opportunities. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com