MRF (India) Performance

MRF -- India Stock  

INR 66,342  508.00  0.76%

MRF has performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.0347 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 extremely important to respect MRF Limited price patterns, it is better to be realistic regarding the information on 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 0.0225% will be sustainable into the future. MRF Limited currently secures a risk of 1.5343%. Please 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 will be following its current price movements.
Horizon     30 Days    Login   to change

MRF Limited Relative Risk vs. Return Landscape

If you would invest  6,611,150  in MRF Limited on December 17, 2018 and sell it today you would earn a total of  23,050  from holding MRF Limited or generate 0.35% return on investment over 30 days. MRF Limited is generating 0.0225% of daily returns assuming 1.5343% volatility of returns over the 30 days investment horizon. Simply put, 13% of all equities have less volatile historical return distribution than MRF 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, MRF Limited is expected to generate 0.76 times more return on investment than the market. However, the company is 1.31 times less risky than the market. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

MRF Market Risk Analysis

Sharpe Ratio = 0.0146
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MRF Relative Performance Indicators

Estimated Market Risk
 1.53
  actual daily
 
 13 %
of total potential
 
13
Expected Return
 0.02
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 0.01
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 0 %
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0
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 Performance Rating

MRF Limited Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

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

MRF Alerts

Equity Alerts and Improvement Suggestions

MRF Limited has accumulated 7.73 Billion in debt which can lead to volatile earnings

MRF Performance Indicators

MRF Limited Basic Price Performance Measures

Quick Ratio1.19
Fifty Two Week Low59,494.60
Target High Price80,000.00
Fifty Two Week High81,423.00
Payout Ratio2.25%
Trailing Annual Dividend Yield0.09%
Target Low Price62,000.00

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  
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