MRF (India) Performance

MRF -- India Stock  

INR 66,314  1,092  1.67%

On a scale of 0 to 100 MRF holds performance score of 18. The company secures Beta (Market Risk) of 0.1121 which conveys that as returns on market increase, MRF returns are expected to increase less than the market. However during bear market, the loss on holding MRF will be expected to be smaller as well.. Although it is vital to follow to MRF Limited price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The philosophy in 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 MRF Limited technical indicators you can now evaluate if the expected return of 0.3258% will be sustainable into the future. Please exercises MRF Limited Downside Deviation, Standard Deviation, Information Ratio, as well as the relationship between Coefficient Of Variation and Variance to make a quick decision on weather MRF Limited current price movements will revert.
Horizon     30 Days    Login   to change

MRF Limited Relative Risk vs. Return Landscape

If you would invest  6,321,480  in MRF Limited on October 13, 2018 and sell it today you would earn a total of  309,910  from holding MRF Limited or generate 4.9% return on investment over 30 days. MRF Limited is generating 0.3258% of daily returns assuming 1.1586% volatility of returns over the 30 days investment horizon. Simply put, 10% of all equities have less volatile historical return distribution than MRF Limited and 94% 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, MRF Limited is expected to generate 0.93 times more return on investment than the market. However, the company is 1.07 times less risky than the market. It trades about 0.28 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

MRF Market Risk Analysis

Sharpe Ratio = 0.2812
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MRF Relative Performance Indicators

Estimated Market Risk
 1.16
  actual daily
 
 90 %
of total potential
  
Expected Return
 0.33
  actual daily
 
 6 %
of total potential
  
Risk-Adjusted Return
 0.28
  actual daily
 
 18 %
of total potential
  
Based on monthly moving average MRF is performing at about 18% 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 MRF by adding it to a well-diversified portfolio.

MRF Performance Rating

MRF Limited Risk Adjusted Performance Analysis

18 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MRF Limited are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days.

MRF Alerts

Equity Alerts and Improvement Suggestions

MRF Limited is not yet fully synchronised with the market data
MRF Limited has accumulated 7.73 Billion in debt which can lead to volatile earnings
Latest headline from simplywall.st: What Percentage Of MRF Limited Shares Do Insiders Own

MRF Dividends

MRF Limited Dividends Analysis

Check MRF Limited dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please see also Stocks Correlation. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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