|LKPSEC -- India Stock|| |
INR 12.60 0.83 6.18%
On a scale of 0 to 100 LKP Securities holds performance score of 4. The company secures Beta (Market Risk) of -0.4432 which conveys that as returns on market increase, returns on owning LKP Securities are expected to decrease at a much smaller rate. During bear market, LKP Securities is likely to outperform the market. Although it is extremely important to respect LKP Securities price patterns
, it is better to be realistic regarding the information on equity historical price patterns
. The approach towards estimating 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 inspecting LKP Securities technical indicators
you can now evaluate if the expected return of 0.2331% will be sustainable into the future. Please exercises LKP Securities Limited Variance
, Maximum Drawdown
as well as the relationship
between Maximum Drawdown and Semi Variance
to make a quick decision on weather LKP Securities current price movements will revert.
LKP Securities Relative Risk vs. Return Landscape
If you would invest 1,220
in LKP Securities Limited on January 23, 2019
and sell it today you would earn a total of 40.00
from holding LKP Securities Limited or generate 3.28%
return on investment over 30
days. LKP Securities Limited is generating 0.2331% of daily returns and assumes 3.4016% volatility on return distribution over the 30 days horizon. Simply put, 30% of equities are less volatile than LKP Securities and 96% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, LKP Securities is expected to generate 1.85 times less return on investment than the market. In addition to that, the company is 2.05 times more volatile than its market benchmark. It trades about 0.07 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.26 per unit of volatility.
LKP Securities Market Risk Analysis
Sharpe Ratio = 0.0685
LKP Securities Relative Performance Indicators
Estimated Market Risk
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Based on monthly moving average LKP Securities is performing at about 4% 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 LKP Securities
by adding it to a well-diversified
Compared to the overall equity markets, risk-adjusted returns on investments in LKP Securities Limited are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.
|LKP Securities is not yet fully synchronised with the market data|
|LKP Securities has very high historical volatility over the last 30 days|
|LKP Securities has high likelihood to experience some financial distress in the next 2 years|
|LKP Securities has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations|
|Fifty Two Week Low||10.50|
|Fifty Two Week High||25.40|
|Trailing Annual Dividend Yield||0.78%|
Please see also Stocks Correlation
. Please also try Alpha Finder
module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.