MRF (India) Performance

MRF -- India Stock  

INR 54,919  374.35  0.69%

The company secures Beta (Market Risk) of 0.6759 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. Even though it is essential to pay attention to MRF Limited price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy in 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. MRF exposes twenty-one different technical indicators which can help you to evaluate its performance. MRF Limited has expected return of -0.1394%. Please be advised to verify MRF Limited Downside Deviation, Standard Deviation, Information Ratio, as well as the relationship between Coefficient Of Variation and Variance to decide if MRF Limited past performance will be repeated at future time.
00

Risk-Adjusted Performance

Over the last 30 days MRF Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Allthough latest weak performance, the Stock's forward indicators remain persistent and the existing mess on Wall Street may also be a sign of long standing gains for the corporation partners.
Quick Ratio0.97
Fifty Two Week Low51,850.00
Target High Price80,000.00
Fifty Two Week High81,097.60
Payout Ratio2.25%
Trailing Annual Dividend Yield0.11%
Target Low Price62,000.00
Horizon     30 Days    Login   to change

MRF Limited Relative Risk vs. Return Landscape

If you would invest  5,663,440  in MRF Limited on May 21, 2019 and sell it today you would lose (171,580)  from holding MRF Limited or give up 3.03% of portfolio value over 30 days. MRF Limited is producing return of less than zero assuming 1.2147% volatility of returns over the 30 days investment horizon. Simply put, 10% of all equities have less volatile historical return distribution than MRF 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, MRF is expected to under-perform the market. In addition to that, the company is 1.52 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of volatility.

MRF Market Risk Analysis

Sharpe Ratio = -0.1147
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsMRF

MRF Relative Performance Indicators

Estimated Market Risk
 1.21
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 -0.14
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.11
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average MRF 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 MRF by adding it to a well-diversified portfolio.

MRF Alerts

Equity Alerts and Improvement Suggestions

MRF Limited is not yet fully synchronised with the market data
MRF Limited generates negative expected return over the last 30 days
MRF Limited has accumulated 7.73 Billion in debt which can lead to volatile earnings

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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Search macroaxis.com