SPARC SYSTEMS (India) Performance

SPARCSYS -- India Stock  

INR 5.70  0.00  0.00%

The entity owns Beta (Systematic Risk) of -0.0347 which indicates as returns on market increase, returns on owning SPARC SYSTEMS are expected to decrease at a much smaller rate. During bear market, SPARC SYSTEMS is likely to outperform the market. Even though it is essential to pay attention to SPARC SYSTEMS LTD existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis philosophy in measuring 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. SPARC SYSTEMS exposes twenty-one different technical indicators which can help you to evaluate its performance. SPARC SYSTEMS LTD has expected return of -0.122%. Please be advised to validate SPARC SYSTEMS LTD Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if SPARC SYSTEMS LTD past performance will be repeated at future time.
Horizon     30 Days    Login   to change

SPARC SYSTEMS LTD Relative Risk vs. Return Landscape

If you would invest  600.00  in SPARC SYSTEMS LTD on January 18, 2019 and sell it today you would lose (30.00)  from holding SPARC SYSTEMS LTD or give up 5.0% of portfolio value over 30 days. SPARC SYSTEMS LTD is generating negative expected returns and assumes 0.7809% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than SPARC SYSTEMS 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, SPARC SYSTEMS is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.43 times less risky than the market. the firm trades about -0.16 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 of returns per unit of risk over similar time horizon.

SPARC SYSTEMS Market Risk Analysis

Sharpe Ratio = -0.1562
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SPARC SYSTEMS Relative Performance Indicators

Estimated Market Risk
 0.78
  actual daily
 
 7 %
of total potential
 
7
Expected Return
 -0.12
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.16
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average SPARC SYSTEMS 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 SPARC SYSTEMS by adding it to a well-diversified portfolio.

SPARC SYSTEMS Performance Rating

SPARC SYSTEMS LTD Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

Over the last 30 days SPARC SYSTEMS LTD has generated negative risk-adjusted returns adding no value to investors with long positions.

SPARC SYSTEMS Alerts

Equity Alerts and Improvement Suggestions

SPARC SYSTEMS LTD generates negative expected return over the last 30 days
SPARC SYSTEMS LTD has high likelihood to experience some financial distress in the next 2 years
The company reported revenue of 159.91K. Net Loss for the year was (997.53K) with profit before overhead, payroll, taxes, and interest of 136.44K.

SPARC SYSTEMS Performance Indicators

SPARC SYSTEMS LTD Basic Price Performance Measures

Quick Ratio1.78
Fifty Two Week Low5.70
Fifty Two Week High6.00
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