Ferro Alloys (India) Performance

FERROALL -- India Stock  

INR 5.10  0.09  1.80%

Macroaxis gives Ferro Alloys performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.6494 which denotes to the fact that as returns on market increase, returns on owning Ferro Alloys are expected to decrease at a much smaller rate. During bear market, Ferro Alloys is likely to outperform the market.. 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 -0.793%. 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.
Horizon     30 Days    Login   to change

Ferro Alloys Corp Relative Risk vs. Return Landscape

If you would invest  553.00  in Ferro Alloys Corp Ltd on October 14, 2018 and sell it today you would lose (43.00)  from holding Ferro Alloys Corp Ltd or give up 7.78% of portfolio value over 30 days. Ferro Alloys Corp Ltd is generating negative expected returns and assumes 1.6954% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than Ferro Alloys Corp Ltd 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 Corp Ltd is expected to under-perform the market. In addition to that, the company is 1.3 times more volatile than its market benchmark. It trades about -0.47 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of volatility.

Ferro Alloys Market Risk Analysis

Sharpe Ratio = -0.4677
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Negative ReturnsFERROALL

Ferro Alloys Relative Performance Indicators

Estimated Market Risk
  actual daily
 85 %
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 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 Performance Rating

Ferro Alloys Corp Ltd Risk Adjusted Performance Analysis


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.

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 financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 4.85 B in total debt with debt to equity ratio (D/E) of 253.7 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Ferro Alloys Corp Ltd has Current Ratio of 0.22 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
This company reported revenue of 6.17 B. Net Loss for the year was (538.6 M) with profit before overhead, payroll, taxes, and interest of 2.57 B.
Additionally see Investing Opportunities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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