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MSTC (India) Performance

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MSTCLTD -- India Stock  

INR 169.85  24.60  12.65%

On a scale of 0 to 100 MSTC holds performance score of 4. The company secures Beta (Market Risk) of -0.9352 which conveys that Although it is vital to follow to MSTC 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 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 reviewing MSTC LIMITED technical indicators you can currently evaluate if the expected return of 0.3593% will be sustainable into the future. Please exercises MSTC LIMITED Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to make a quick decision on weather MSTC LIMITED current price movements will revert.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MSTC LIMITED are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days. In spite of rather weak fundamental drivers, MSTC exhibited solid returns over the last few months and may actually be approaching a breakup point.
Fifty Two Week Low73.10
Fifty Two Week High184.85
Trailing Annual Dividend Yield2.39%

MSTC LIMITED Relative Risk vs. Return Landscape

If you would invest  15,160  in MSTC LIMITED on January 23, 2020 and sell it today you would earn a total of  1,825  from holding MSTC LIMITED or generate 12.04% return on investment over 30 days. MSTC LIMITED is generating 0.3593% of daily returns and assumes 5.6307% volatility on return distribution over the 30 days horizon. Simply put, 50% of equities are less volatile than MSTC 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, MSTC is expected to generate 6.97 times more return on investment than the market. However, the company is 6.97 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly 0.07 per unit of risk.

MSTC Market Risk Analysis

Sharpe Ratio = 0.0638
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MSTC Relative Performance Indicators

Estimated Market Risk
 5.63
  actual daily
 
 50 %
of total potential
 
5050
Expected Return
 0.36
  actual daily
 
 6 %
of total potential
 
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Risk-Adjusted Return
 0.06
  actual daily
 
 4 %
of total potential
 
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Based on monthly moving average MSTC 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 MSTC by adding it to a well-diversified portfolio.

MSTC Alerts

Equity Alerts and Improvement Suggestions

MSTC LIMITED has very high historical volatility over the last 30 days
MSTC LIMITED has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated about 2.68 B in cash with (4.38 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 38.05.
Additionally see Stocks Correlation. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
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