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.
Risk-Adjusted PerformanceCompared 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 Low||22.35|
|Fifty Two Week High||40.85|
|Horizon||30 Days Login to change|
Natraj Proteins Relative Risk vs. Return LandscapeIf 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 (%)
Natraj Proteins Market Risk Analysis
Sharpe Ratio = 0.279
Natraj Proteins Relative Performance Indicators
Estimated Market Risk
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|