Pennar Engineered (India) Performance

PENPEBS -- India Stock  

INR 58.95  1.85  3.04%

Pennar Engineered has performance score of 2 on a scale of 0 to 100. The organization holds Beta of -1.2062 which implies as returns on market increase, returns on owning Pennar Engineered are expected to decrease by larger amounts. On the other hand, during market turmoil, Pennar Engineered is expected to significantly outperform it.. Although it is extremely important to respect Pennar Engineered current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 analyzing Pennar Engineered technical indicators you can presently evaluate if the expected return of 0.1193% will be sustainable into the future. Pennar Engineered right now holds a risk of 3.0521%. Please check Pennar Engineered Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to decide if Pennar Engineered will be following its historical price patterns.
Horizon     30 Days    Login   to change

Pennar Engineered Relative Risk vs. Return Landscape

If you would invest  5,840  in Pennar Engineered Building Systems Limited on August 20, 2018 and sell it today you would earn a total of  55.00  from holding Pennar Engineered Building Systems Limited or generate 0.94% return on investment over 30 days. Pennar Engineered Building Systems Limited is generating 0.1193% of daily returns and assumes 3.0521% volatility on return distribution over the 30 days horizon. Simply put, 27% of equities are less volatile than Pennar Engineered Building Systems Limited and 98% 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, Pennar Engineered Building Systems Limited is expected to generate 7.85 times more return on investment than the market. However, the company is 7.85 times more volatile than its market benchmark. It trades about 0.04 of its potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of risk.

Pennar Engineered Market Risk Analysis

Sharpe Ratio = 0.0391
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Pennar Engineered Relative Performance Indicators

Estimated Market Risk
  actual daily
 73 %
of total potential
Expected Return
  actual daily
 2 %
of total potential
Risk-Adjusted Return
  actual daily
 2 %
of total potential
Based on monthly moving average Pennar Engineered is performing at about 2% 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 Pennar Engineered by adding it to a well-diversified portfolio.

Pennar Engineered Performance Rating

Pennar Engineered Building Systems Limited Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Pennar Engineered Building Systems Limited are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.

Pennar Engineered Alerts

Equity Alerts and Improvement Suggestions

Pennar Engineered has very high historical volatility over the last 30 days
Latest headline from Pennar Engineered Building Systems Limited Stock Pops 6.83 percent For the Week
Additionally take a look at Your Equity Center. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.