Kokuyo Camlin (India) Performance

KOKUYOCMLN -- India Stock  

INR 96.00  3.05  3.08%

The company secures Beta (Market Risk) of -0.0816 which conveys that as returns on market increase, returns on owning Kokuyo Camlin are expected to decrease at a much smaller rate. During bear market, Kokuyo Camlin is likely to outperform the market. Even though it is essential to pay attention to Kokuyo Camlin Limited price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Kokuyo Camlin exposes twenty-one different technical indicators which can help you to evaluate its performance. Kokuyo Camlin Limited has expected return of -0.602%. Please be advised to verify Kokuyo Camlin Limited Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if Kokuyo Camlin Limited past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Kokuyo Camlin Limited Relative Risk vs. Return Landscape

If you would invest  11,215  in Kokuyo Camlin Limited on January 17, 2019 and sell it today you would lose (1,615)  from holding Kokuyo Camlin Limited or give up 14.4% of portfolio value over 30 days. Kokuyo Camlin Limited is generating negative expected returns and assumes 1.9146% volatility on return distribution over the 30 days horizon. Simply put, 17% of equities are less volatile than Kokuyo Camlin 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, Kokuyo Camlin is expected to under-perform the market. In addition to that, the company is 1.01 times more volatile than its market benchmark. It trades about -0.31 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of volatility.

Kokuyo Camlin Market Risk Analysis

Sharpe Ratio = -0.3144
Good Returns
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Negative ReturnsKOKUYOCMLN

Kokuyo Camlin Relative Performance Indicators

Estimated Market Risk
  actual daily
 17 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Kokuyo Camlin 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 Kokuyo Camlin by adding it to a well-diversified portfolio.

Kokuyo Camlin Performance Rating

Kokuyo Camlin Limited Risk Adjusted Performance Analysis


Risk-Adjusted Performance

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

Kokuyo Camlin Alerts

Equity Alerts and Improvement Suggestions

Kokuyo Camlin is not yet fully synchronised with the market data
Kokuyo Camlin generates negative expected return over the last 30 days
Latest headline from simplywall.st: How Financially Strong Is Kokuyo Camlin Limited - Simply Wall St

Kokuyo Camlin Performance Indicators

Kokuyo Camlin Limited Basic Price Performance Measures

Quick Ratio0.54
Fifty Two Week Low88.00
Fifty Two Week High154.20
Please see also Stocks Correlation. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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