Future Enterprises (India) Performance

FEL -- India Stock  

INR 43.15  1.20  2.86%

On a scale of 0 to 100 Future Enterprises holds performance score of 8. The firm shows Beta (market volatility) of -0.3168 which denotes to the fact that as returns on market increase, returns on owning Future Enterprises are expected to decrease at a much smaller rate. During bear market, Future Enterprises is likely to outperform the market.. Although it is extremely important to respect Future Enterprises historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting 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 reviewing Future Enterprises technical indicators you can presently evaluate if the expected return of 0.2295% will be sustainable into the future. Please utilizes Future Enterprises Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Future Enterprises price patterns will revert.
Horizon     30 Days    Login   to change

Future Enterprises Relative Risk vs. Return Landscape

If you would invest  4,160  in Future Enterprises Limited on October 19, 2018 and sell it today you would earn a total of  155.00  from holding Future Enterprises Limited or generate 3.73% return on investment over 30 days. Future Enterprises Limited is generating 0.2295% of daily returns assuming 1.7288% volatility of returns over the 30 days investment horizon. Simply put, 15% of all equities have less volatile historical return distribution than Future Enterprises Limited and 96% 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, Future Enterprises Limited is expected to generate 1.45 times more return on investment than the market. However, the company is 1.45 times more volatile than its market benchmark. It trades about 0.13 of its potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of risk.

Future Enterprises Market Risk Analysis

Sharpe Ratio = 0.1328
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsFEL
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Future Enterprises Relative Performance Indicators

Estimated Market Risk
 1.73
  actual daily
 
 85 %
of total potential
  
Expected Return
 0.23
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.13
  actual daily
 
 8 %
of total potential
  
Based on monthly moving average Future Enterprises is performing at about 8% 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 Future Enterprises by adding it to a well-diversified portfolio.

Future Enterprises Performance Rating

Future Enterprises Limited Risk Adjusted Performance Analysis

8 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Future Enterprises Limited are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

Future Enterprises Alerts

Equity Alerts and Improvement Suggestions

Future Enterprises has high likelihood to experience some financial distress in the next 2 years
Future Enterprises has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations

Future Enterprises Performance Indicators

Future Enterprises Basic Price Performance Measures

Quick Ratio0.64
Fifty Two Week Low30.50
Target High Price141.00
Fifty Two Week High56.85
Payout Ratio24.83%
Trailing Annual Dividend Yield0.47%
Target Low Price141.00

Future Enterprises Dividends

Future Enterprises Dividends Analysis

Check Future Enterprises dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Additionally see Investing Opportunities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
Search macroaxis.com