Gujarat Toolroom (India) Performance

GUJTLRM -- India Stock  

INR 5.96  0.00  0.00%

Macroaxis gives Gujarat Toolroom performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.3414 which attests that as returns on market increase, Gujarat Toolroom returns are expected to increase less than the market. However during bear market, the loss on holding Gujarat Toolroom will be expected to be smaller as well.. Even though it is essential to pay attention to Gujarat Toolroom current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Gujarat Toolroom exposes twenty-one different technical indicators which can help you to evaluate its performance. Gujarat Toolroom has expected return of -1.2278%. Please be advised to check out Gujarat Toolroom Downside Deviation, Jensen Alpha as well as the relationship between Jensen Alpha and Downside Variance to decide if Gujarat Toolroom past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Gujarat Toolroom Relative Risk vs. Return Landscape

If you would invest  729.00  in Gujarat Toolroom Limited on October 21, 2018 and sell it today you would lose (133.00)  from holding Gujarat Toolroom Limited or give up 18.24% of portfolio value over 30 days. Gujarat Toolroom Limited is generating negative expected returns and assumes 2.1964% volatility on return distribution over the 30 days horizon. Simply put, 19% of equities are less volatile than Gujarat Toolroom 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, Gujarat Toolroom Limited is expected to under-perform the market. In addition to that, the company is 1.73 times more volatile than its market benchmark. It trades about -0.56 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of volatility.

Gujarat Toolroom Market Risk Analysis

Sharpe Ratio = -0.559
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Negative ReturnsGUJTLRM

Gujarat Toolroom Relative Performance Indicators

Estimated Market Risk
  actual daily
 81 %
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 Gujarat Toolroom 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 Gujarat Toolroom by adding it to a well-diversified portfolio.

Gujarat Toolroom Performance Rating

Gujarat Toolroom Limited Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Gujarat Toolroom Limited has generated negative risk-adjusted returns adding no value to investors with long positions.

Gujarat Toolroom Alerts

Equity Alerts and Improvement Suggestions

Gujarat Toolroom is not yet fully synchronised with the market data
Gujarat Toolroom generates negative expected return over the last 30 days
Gujarat Toolroom has high likelihood to experience some financial distress in the next 2 years
The company reported revenue of (212). Net Loss for the year was (472 K) with loss before overhead, payroll, taxes, and interest of (2 M).

Gujarat Toolroom Performance Indicators

Gujarat Toolroom Basic Price Performance Measures

Fifty Two Week Low7.29
Fifty Two Week High12.28
Please also check Risk vs Return Analysis. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.