MRF (India) Performance

MRF -- India Stock  

INR 67,682  2,072  2.97%

Macroaxis gives MRF performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.697 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 -0.5447%. 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.
Horizon     30 Days    Login   to change

MRF Limited Relative Risk vs. Return Landscape

If you would invest  7,434,720  in MRF Limited on August 22, 2018 and sell it today you would lose (666,480)  from holding MRF Limited or give up 8.96% of portfolio value over 30 days. MRF Limited is producing return of less than zero assuming 1.1478% 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 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 under-perform the market. In addition to that, the company is 2.73 times more volatile than its market benchmark. It trades about -0.47 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.38 per unit of volatility.

MRF Market Risk Analysis

Sharpe Ratio = -0.4745
Good Returns
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Negative ReturnsMRF

MRF Relative Performance Indicators

Estimated Market Risk
  actual daily
 90 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
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


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 generates negative expected return over the last 30 days
MRF Limited has accumulated 7.73 Billion in debt which can lead to volatile earnings
On August 1, 2018 MRF paid 54.0 per share dividend to its current shareholders

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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.