Ujjivan Financial (India) Performance

UJJIVAN -- India Stock  

INR 296.45  18.05  6.48%

Macroaxis gives Ujjivan Financial performance score of 0 on a scale of 0 to 100. The entity has beta of 1.7168 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Ujjivan Financial will likely underperform.. Even though it is essential to pay attention to Ujjivan Financial 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. Ujjivan Financial Services Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Ujjivan Financial has expected return of -1.466%. Please be advised to validate Ujjivan Financial Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if Ujjivan Financial past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Ujjivan Financial Relative Risk vs. Return Landscape

If you would invest  35,985  in Ujjivan Financial Services Limited on August 27, 2018 and sell it today you would lose (8,145)  from holding Ujjivan Financial Services Limited or give up 22.63% of portfolio value over 30 days. Ujjivan Financial Services Limited is generating negative expected returns and assumes 2.5767% volatility on return distribution over the 30 days horizon. Simply put, 23% of equities are less volatile than Ujjivan Financial Services 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, Ujjivan Financial Services Limited is expected to under-perform the market. In addition to that, the company is 5.73 times more volatile than its market benchmark. It trades about -0.57 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.18 per unit of volatility.

Ujjivan Financial Market Risk Analysis

Sharpe Ratio = -0.5689
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsUJJIVAN

Ujjivan Financial Relative Performance Indicators

Estimated Market Risk
 2.58
  actual daily
 
 77 %
of total potential
  
Expected Return
 -1.47
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.57
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Ujjivan Financial 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 Ujjivan Financial by adding it to a well-diversified portfolio.

Ujjivan Financial Performance Rating

Ujjivan Financial Services Limited Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

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

Ujjivan Financial Alerts

Equity Alerts and Improvement Suggestions

Ujjivan Financial generates negative expected return over the last 30 days
Ujjivan Financial has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated about 5.94 B in cash with (15.11 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 49.12.
Latest headline from www.outlookindia.com: Intraday reports for Ujjivan Financial Services Ltd. Stock Share Prices - August 30, 2018

Ujjivan Financial Dividends

Ujjivan Financial Dividends Analysis

Check Ujjivan Financial dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Also please take a look at World Market Map. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
Search macroaxis.com