Future Enterprises (India) Performance

FEL -- India Stock  

INR 42.80  3.25  7.06%

Future Enterprises has performance score of 1 on a scale of 0 to 100. The firm shows Beta (market volatility) of 3.0334 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Future Enterprises will likely underperform.. 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 0.0622% will be sustainable into the future. Future Enterprises right now shows a risk of 3.8783%. Please confirm Future Enterprises Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Future Enterprises will be following its price patterns.
Horizon     30 Days    Login   to change

Future Enterprises Relative Risk vs. Return Landscape

If you would invest  4,290  in Future Enterprises Limited on August 26, 2018 and sell it today you would lose (10.00)  from holding Future Enterprises Limited or give up 0.23% of portfolio value over 30 days. Future Enterprises Limited is generating 0.0622% of daily returns assuming 3.8783% volatility of returns over the 30 days investment horizon. Simply put, 35% of all equities have less volatile historical return distribution than Future Enterprises 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, Future Enterprises Limited is expected to generate 1.58 times less return on investment than the market. In addition to that, the company is 8.54 times more volatile than its market benchmark. It trades about 0.02 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.22 per unit of volatility.

Future Enterprises Market Risk Analysis

Sharpe Ratio = 0.016
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Future Enterprises Relative Performance Indicators

Estimated Market Risk
 3.88
  actual daily
 
 65 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.02
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Future Enterprises is performing at about 1% 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

1 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Future Enterprises Limited are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

Future Enterprises Alerts

Equity Alerts and Improvement Suggestions

Future Enterprises has very high historical volatility over the last 30 days
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
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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  
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