Ferro Alloys (India) Performance

FERROALL -- India Stock  

INR 4.32  0.03  0.70%

The firm shows Beta (market volatility) of 0.4029 which denotes to the fact that as returns on market increase, Ferro Alloys returns are expected to increase less than the market. However during bear market, the loss on holding Ferro Alloys will be expected to be smaller as well. Even though it is essential to pay attention to Ferro Alloys Corp 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. Ferro Alloys Corp Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Ferro Alloys Corp has expected return of -0.9557%. Please be advised to confirm Ferro Alloys Corp Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Ferro Alloys Corp past performance will be repeated at some point in the near future.
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Risk-Adjusted Performance

Over the last 30 days Ferro Alloys Corp Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's technical indicators remain considerably steady which may send shares a bit higher in July 2019. The new chaos may also be a sign of medium term up-swing for the business stakeholders.
Quick Ratio0.37
Fifty Two Week Low2.91
Target High Price7.10
Fifty Two Week High7.50
Target Low Price7.10
Horizon     30 Days    Login   to change

Ferro Alloys Corp Relative Risk vs. Return Landscape

If you would invest  527.00  in Ferro Alloys Corp Ltd on May 27, 2019 and sell it today you would lose (95.00)  from holding Ferro Alloys Corp Ltd or give up 18.03% of portfolio value over 30 days. Ferro Alloys Corp Ltd is generating negative expected returns and assumes 4.2592% volatility on return distribution over the 30 days horizon. Simply put, 38% of equities are less volatile than Ferro Alloys 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, Ferro Alloys is expected to under-perform the market. In addition to that, the company is 5.24 times more volatile than its market benchmark. It trades about -0.22 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of volatility.

Ferro Alloys Market Risk Analysis

Sharpe Ratio = -0.2244
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Ferro Alloys Relative Performance Indicators

Estimated Market Risk
 4.26
  actual daily
 
 38 %
of total potential
 
3838
Expected Return
 -0.96
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.22
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average Ferro Alloys 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 Ferro Alloys by adding it to a well-diversified portfolio.

Ferro Alloys Alerts

Equity Alerts and Improvement Suggestions

Ferro Alloys Corp is not yet fully synchronised with the market data
Ferro Alloys Corp generates negative expected return over the last 30 days
Ferro Alloys Corp has high historical volatility and very poor performance
Ferro Alloys Corp has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
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