Revathi Equipment (India) Performance

REVATHI -- India Stock  

INR 481.70  0.30  0.06%

Macroaxis gives Revathi Equipment performance score of 0 on a scale of 0 to 100. The organization holds Beta of -0.3665 which implies as returns on market increase, returns on owning Revathi Equipment are expected to decrease at a much smaller rate. During bear market, Revathi Equipment is likely to outperform the market.. Even though it is essential to pay attention to Revathi Equipment Limited 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. Revathi Equipment Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Revathi Equipment Limited has expected return of -0.2268%. Please be advised to check Revathi Equipment Limited Coefficient Of Variation as well as the relationship between Treynor Ratio and Semi Variance to decide if Revathi Equipment Limited past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Revathi Equipment Limited Relative Risk vs. Return Landscape

If you would invest  48,500  in Revathi Equipment Limited on August 19, 2018 and sell it today you would lose (330.00)  from holding Revathi Equipment Limited or give up 0.68% of portfolio value over 30 days. Revathi Equipment Limited is generating negative expected returns and assumes 0.3928% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than Revathi Equipment 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, Revathi Equipment Limited is expected to under-perform the market. In addition to that, the company is 1.08 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.16 per unit of volatility.

Revathi Equipment Market Risk Analysis

Sharpe Ratio = -0.5774
Good Returns
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Negative ReturnsREVATHI

Revathi Equipment Relative Performance Indicators

Estimated Market Risk
  actual daily
 97 %
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 Revathi Equipment 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 Revathi Equipment by adding it to a well-diversified portfolio.

Revathi Equipment Performance Rating

Revathi Equipment Limited Risk Adjusted Performance Analysis


Risk-Adjusted Performance

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

Revathi Equipment Alerts

Equity Alerts and Improvement Suggestions

Revathi Equipment generates negative expected return over the last 30 days
The company reported revenue of 1.62 B. Net Loss for the year was (13.47 M) with profit before overhead, payroll, taxes, and interest of 907.33 M.
Additionally take a look at Your Equity Center. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.