Pennar Engineered (India) Performance

PENPEBS -- India Stock  

INR 52.30  0.25  0.48%

Macroaxis gives Pennar Engineered performance score of 0 on a scale of 0 to 100. The organization holds Beta of 0.4529 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 -0.2031%. Please be advised to check Pennar Engineered Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to decide if Pennar Engineered past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Pennar Engineered Relative Risk vs. Return Landscape

If you would invest  5,300  in Pennar Engineered Building Systems Limited on October 17, 2018 and sell it today you would lose (70.00)  from holding Pennar Engineered Building Systems Limited or give up 1.32% of portfolio value over 30 days. Pennar Engineered Building Systems Limited is generating negative expected returns and assumes 2.0912% volatility on return distribution over the 30 days horizon. Simply put, 18% of equities are less volatile than Pennar Engineered Building Systems Limited 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, Pennar Engineered Building Systems Limited is expected to under-perform the market. In addition to that, the company is 1.74 times more volatile than its market benchmark. It trades about -0.1 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of volatility.

Pennar Engineered Market Risk Analysis

Sharpe Ratio = -0.0971
Good Returns
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Negative ReturnsPENPEBS

Pennar Engineered Relative Performance Indicators

Estimated Market Risk
  actual daily
 82 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
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 portfolio.

Pennar Engineered Performance Rating

Pennar Engineered Building Systems Limited Risk Adjusted Performance Analysis


Risk-Adjusted Performance

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 Alerts

Equity Alerts and Improvement Suggestions

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

Pennar Engineered Performance Indicators

Pennar Engineered Basic Price Performance Measures

Fifty Two Week Low49.50
Target High Price140.00
Fifty Two Week High129.00
Target Low Price140.00
Additionally take a look at Your Equity Center. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.