The entity has beta of -0.1632 which indicates as returns on market increase, returns on owning Satcom Systems are expected to decrease at a much smaller rate. During bear market, Satcom Systems is likely to outperform the market. Even though it is essential to pay attention to Satcom Systems current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards 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. Satcom Systems Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Satcom Systems has expected return of -0.0231%. Please be advised to validate Satcom Systems Treynor Ratio, Value At Risk, Downside Variance, as well as the relationship between Maximum Drawdown and Potential Upside to decide if Satcom Systems past performance will be repeated at some point in the near future.
Risk-Adjusted PerformanceOver the last 30 days Satcom Systems Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Satcom Systems is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
|Fifty Two Week Low||70.20|
|Fifty Two Week High||135.50|
|Horizon||30 Days Login to change|
Satcom Systems Relative Risk vs. Return LandscapeIf you would invest 8,720 in Satcom Systems Ltd on March 21, 2019 and sell it today you would lose (20.00) from holding Satcom Systems Ltd or give up 0.23% of portfolio value over 30 days. Satcom Systems Ltd is generating negative expected returns and assumes 0.7438% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Satcom Systems and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Satcom Systems Market Risk Analysis
Sharpe Ratio = -0.031
Satcom Systems Relative Performance Indicators
Estimated Market Risk
Satcom Systems Alerts
Equity Alerts and Improvement Suggestions
|Satcom Systems is not yet fully synchronised with the market data|
|Satcom Systems generates negative expected return over the last 30 days|
|Satcom Systems has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations|
|The company has accumulated 16.56M in total debt with debt to equity ratio (D/E) of 99.3 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Satcom Systems has Current Ratio of 0.61 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.|