Pennar Engineered (India) Performance

PENPEBS -- India Stock  

INR 56.30  1.90  3.49%

On a scale of 0 to 100 Pennar Engineered holds performance score of 13. The organization holds Beta of 0.2843 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.. Although it is vital to follow to Pennar Engineered current trending patterns, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty-one technical indicators for Pennar Engineered which you can use to evaluate performance of the company. Please employ Pennar Engineered Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to make a quick decision on weather Pennar Engineered historical price patterns will revert.
Horizon     30 Days    Login   to change

Pennar Engineered Relative Risk vs. Return Landscape

If you would invest  5,380  in Pennar Engineered Building Systems Limited on October 18, 2018 and sell it today you would earn a total of  250.00  from holding Pennar Engineered Building Systems Limited or generate 4.65% return on investment over 30 days. Pennar Engineered Building Systems Limited is generating 0.5362% of daily returns and assumes 2.6165% volatility on return distribution over the 30 days horizon. Simply put, 23% of equities are less volatile than Pennar Engineered Building Systems Limited and 90% 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 2.19 times more return on investment than the market. However, the company is 2.19 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

Pennar Engineered Market Risk Analysis

Sharpe Ratio = 0.2049
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Pennar Engineered Relative Performance Indicators

Estimated Market Risk
 2.62
  actual daily
 
 77 %
of total potential
  
Expected Return
 0.54
  actual daily
 
 10 %
of total potential
  
Risk-Adjusted Return
 0.2
  actual daily
 
 13 %
of total potential
  
Based on monthly moving average Pennar Engineered is performing at about 13% 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

13 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Pennar Engineered Building Systems Limited are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days.

Pennar Engineered Alerts

Equity Alerts and Improvement Suggestions

Pennar Engineered is not yet fully synchronised with the market data

Pennar Engineered Performance Indicators

Pennar Engineered Basic Price Performance Measures

Fifty Two Week Low53.05
Target High Price140.00
Fifty Two Week High130.00
Payout Ratio0.00%
Target Low Price140.00
Additionally take a look at Your Equity Center. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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