Natraj Proteins (India) Performance

NATRAJPR -- India Stock  

INR 29.00  0.00  0.00%

On a scale of 0 to 100 Natraj Proteins holds performance score of 18. The company secures Beta (Market Risk) of 0.6951 which conveys that as returns on market increase, Natraj Proteins returns are expected to increase less than the market. However during bear market, the loss on holding Natraj Proteins will be expected to be smaller as well. Although it is vital to follow to Natraj Proteins 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. We have found twenty-one technical indicators for Natraj Proteins which you can use to evaluate performance of the firm. Please exercises Natraj Proteins Ltd Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to make a quick decision on weather Natraj Proteins current price movements will revert.
18

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Natraj Proteins Ltd are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days. Inspite very weak forward-looking indicators, Natraj Proteins displayed solid returns over the last few months and may actually be approaching a breakup point.
Fifty Two Week Low22.35
Fifty Two Week High40.85
Horizon     30 Days    Login   to change

Natraj Proteins Relative Risk vs. Return Landscape

If you would invest  2,245  in Natraj Proteins Ltd on March 21, 2019 and sell it today you would earn a total of  655.00  from holding Natraj Proteins Ltd or generate 29.18% return on investment over 30 days. Natraj Proteins Ltd is generating 0.6874% of daily returns and assumes 2.464% volatility on return distribution over the 30 days horizon. Simply put, 22% of equities are less volatile than Natraj Proteins and 88% 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, Natraj Proteins is expected to generate 4.3 times more return on investment than the market. However, the company is 4.3 times more volatile than its market benchmark. It trades about 0.28 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

Natraj Proteins Market Risk Analysis

Sharpe Ratio = 0.279
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Natraj Proteins Relative Performance Indicators

Estimated Market Risk
 2.46
  actual daily
 
 22 %
of total potential
 
22
Expected Return
 0.69
  actual daily
 
 12 %
of total potential
 
12
Risk-Adjusted Return
 0.28
  actual daily
 
 18 %
of total potential
 
18
Based on monthly moving average Natraj Proteins 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 Natraj Proteins by adding it to a well-diversified portfolio.

Natraj Proteins Alerts

Equity Alerts and Improvement Suggestions

Natraj Proteins has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
Please see also Stocks Correlation. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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