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STEPHANOTIS FINANCE (India) Performance

ST
STEPHANOTIS -- India Stock  

INR 46.00  0.00  0.00%

The entity has beta of 0.4113 which indicates as returns on market increase, STEPHANOTIS FINANCE returns are expected to increase less than the market. However during bear market, the loss on holding STEPHANOTIS FINANCE will be expected to be smaller as well. Even though it is essential to pay attention to STEPHANOTIS FINANCE current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis approach 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. STEPHANOTIS FINANCE LIMITED exposes twenty-one different technical indicators which can help you to evaluate its performance. STEPHANOTIS FINANCE has expected return of -0.2428%. Please be advised to validate STEPHANOTIS FINANCE Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if STEPHANOTIS FINANCE past performance will be repeated at future time.
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Risk-Adjusted Performance

Over the last 30 days STEPHANOTIS FINANCE LIMITED has generated negative risk-adjusted returns adding no value to investors with long positions. Allthough conflicting performance in the last few months, the Stock's forward indicators remain quite persistent which may send shares a bit higher in March 2020. The existing mess may also be a sign of long standing up-swing for the corporation partners.
Fifty Two Week Low46.00
Fifty Two Week High46.00

STEPHANOTIS FINANCE Relative Risk vs. Return Landscape

If you would invest  4,700  in STEPHANOTIS FINANCE LIMITED on January 19, 2020 and sell it today you would lose (100.00)  from holding STEPHANOTIS FINANCE LIMITED or give up 2.13% of portfolio value over 30 days. STEPHANOTIS FINANCE LIMITED is generating negative expected returns and assumes 2.4402% volatility on return distribution over the 30 days horizon. Simply put, 21% of equities are less volatile than STEPHANOTIS FINANCE 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, STEPHANOTIS FINANCE is expected to under-perform the market. In addition to that, the company is 3.07 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 0.11 per unit of volatility.

STEPHANOTIS FINANCE Market Risk Analysis

Sharpe Ratio = -0.0995
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STEPHANOTIS FINANCE Relative Performance Indicators

Estimated Market Risk
 2.44
  actual daily
 
 21 %
of total potential
 
2121
Expected Return
 -0.24
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.1
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average STEPHANOTIS FINANCE 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 STEPHANOTIS FINANCE by adding it to a well-diversified portfolio.

STEPHANOTIS FINANCE Alerts

Equity Alerts and Improvement Suggestions

STEPHANOTIS FINANCE is not yet fully synchronised with the market data
STEPHANOTIS FINANCE generates negative expected return over the last 30 days
Additionally take a look at World Market Map. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.
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