NCC (India) Performance

NCC -- India Stock  

INR 76.70  4.00  4.96%

The corporation owns Beta (Systematic Risk) of -0.138 which conveys that as returns on market increase, returns on owning NCC are expected to decrease at a much smaller rate. During bear market, NCC is likely to outperform the market. Even though it is essential to pay attention to NCC Limited existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach 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. NCC exposes twenty-one different technical indicators which can help you to evaluate its performance. NCC Limited has expected return of -0.2948%. Please be advised to verify NCC Limited Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if NCC Limited past performance will be repeated in the future.
Horizon     30 Days    Login   to change

NCC Limited Relative Risk vs. Return Landscape

If you would invest  8,510  in NCC Limited on January 19, 2019 and sell it today you would lose (840.00)  from holding NCC Limited or give up 9.87% of portfolio value over 30 days. NCC Limited is producing return of less than zero assuming 1.4657% volatility of returns over the 30 days investment horizon. Simply put, 13% of all equities have less volatile historical return distribution than NCC 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, NCC is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.31 times less risky than the market. the firm trades about -0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.19 of returns per unit of risk over similar time horizon.

NCC Market Risk Analysis

Sharpe Ratio = -0.2011
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NCC Relative Performance Indicators

Estimated Market Risk
 1.47
  actual daily
 
 13 %
of total potential
 
13
Expected Return
 -0.29
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.2
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average NCC 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 NCC by adding it to a well-diversified portfolio.

NCC Performance Rating

NCC Limited Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

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

NCC Alerts

Equity Alerts and Improvement Suggestions

NCC Limited is not yet fully synchronised with the market data
NCC Limited generates negative expected return over the last 30 days

NCC Performance Indicators

NCC Limited Basic Price Performance Measures

Quick Ratio0.75
Fifty Two Week Low63.10
Target High Price166.00
Fifty Two Week High136.95
Payout Ratio15.90%
Trailing Annual Dividend Yield1.12%
Target Low Price118.00
Please see also Stocks Correlation. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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