Natraj Proteins (India) Performance

NATRAJPR -- India Stock  

INR 31.00  0.00  0.00%

Macroaxis gives Natraj Proteins performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.1018 which conveys that as returns on market increase, returns on owning Natraj Proteins are expected to decrease at a much smaller rate. During bear market, Natraj Proteins is likely to outperform the market.. Even though it is essential to pay attention to Natraj Proteins price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards 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. Natraj Proteins exposes twenty-one different technical indicators which can help you to evaluate its performance. Natraj Proteins has expected return of -0.0851%. Please be advised to verify Natraj Proteins Ltd Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to decide if Natraj Proteins past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Natraj Proteins Relative Risk vs. Return Landscape

If you would invest  3,225  in Natraj Proteins Ltd on November 9, 2018 and sell it today you would lose (125.00)  from holding Natraj Proteins Ltd or give up 3.88% of portfolio value over 30 days. Natraj Proteins Ltd is generating negative expected returns and assumes 2.5071% volatility on return distribution over the 30 days horizon. Simply put, 22% of equities are less volatile than Natraj Proteins Ltd 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, Natraj Proteins Ltd is expected to generate 1.91 times more return on investment than the market. However, the company is 1.91 times more volatile than its market benchmark. It trades about -0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

Natraj Proteins Market Risk Analysis

Sharpe Ratio = -0.0339
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Natraj Proteins Relative Performance Indicators

Estimated Market Risk
  actual daily
 22 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Natraj Proteins 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 Natraj Proteins by adding it to a well-diversified portfolio.

Natraj Proteins Performance Rating

Natraj Proteins Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

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

Natraj Proteins Alerts

Equity Alerts and Improvement Suggestions

Natraj Proteins is not yet fully synchronised with the market data
Natraj Proteins generates negative expected return over the last 30 days
Natraj Proteins has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations

Natraj Proteins Performance Indicators

Natraj Proteins Basic Price Performance Measures

Quick Ratio0.77
Fifty Two Week Low26.50
Fifty Two Week High40.85
Please see also Stocks Correlation. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.