|PENPEBS -- India Stock|| |
INR 55.50 1.10 2.02%
The organization holds Beta of 0.0946 which implies as returns on market increase, Pennar Engineered returns are expected to increase less than the market. However during bear market, the loss on holding Pennar Engineered will be expected to be smaller as well. Even though it is essential to pay attention to Pennar Engineered
current trending patterns, it is always good to be careful when utilizing equity existing price patterns
. Macroaxis philosophy towards forecasting 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
. Pennar Engineered exposes twenty-one different technical indicators which can help you to evaluate its performance. Pennar Engineered
has expected return of -0.3625%. Please be advised to check Pennar Engineered Treynor Ratio
as well as the relationship
between Downside Variance
to decide if Pennar Engineered
past performance will be repeated at some point in the near future.
Pennar Engineered Relative Risk vs. Return Landscape
If you would invest 6,280
in Pennar Engineered Building Systems Limited on January 19, 2019
and sell it today you would lose (730.00)
from holding Pennar Engineered Building Systems Limited or give up 11.62%
of portfolio value over 30
days. Pennar Engineered Building Systems Limited is generating negative expected returns and assumes 2.1524% volatility on return distribution over the 30 days horizon. Simply put, 19% of equities are less volatile than Pennar Engineered and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, Pennar Engineered is expected to under-perform the market. In addition to that, the company is 1.13 times more volatile than its market benchmark. It trades about -0.17 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.19 per unit of volatility.
Pennar Engineered Market Risk Analysis
Sharpe Ratio = -0.1684
Pennar Engineered Relative Performance Indicators
Estimated Market Risk
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Based on monthly moving average Pennar Engineered 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 Pennar Engineered
by adding it to a well-diversified
Over the last 30 days Pennar Engineered Building Systems Limited has generated negative risk-adjusted returns adding no value to investors with long positions.
|Pennar Engineered is not yet fully synchronised with the market data|
|Pennar Engineered generates negative expected return over the last 30 days|
|Fifty Two Week Low||49.30|
|Target High Price||140.00|
|Fifty Two Week High||103.00|
|Target Low Price||140.00|
Additionally take a look at Your Equity Center
. Please also try Portfolio Center
module to all portfolio management and optimization tools to improve performance of your portfolios.