|UJJIVAN -- India Stock|| |
INR 274.70 4.00 0.01%
Ujjivan Financial holds performance score of 18 on a scale of zero to a hundred. The entity has beta of -0.2737 which indicates as returns on market increase, returns on owning Ujjivan Financial are expected to decrease at a much smaller rate. During bear market, Ujjivan Financial is likely to outperform the market. Although it is vital to follow to Ujjivan Financial
current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators
. To evaluate if Ujjivan Financial Services Limited expected return of 1.0746 will be sustainable into the future, we have found twenty-one different technical indicators
which can help you to check if the expected returns are sustainable. Use Ujjivan Financial Coefficient Of Variation
, Maximum Drawdown
as well as the relationship
between Maximum Drawdown and Skewness
to analyze future returns on Ujjivan Financial.
Ujjivan Financial Relative Risk vs. Return Landscape
If you would invest 21,825
in Ujjivan Financial Services Limited on December 21, 2018
and sell it today you would earn a total of 5,645
from holding Ujjivan Financial Services Limited or generate 25.86%
return on investment over 30
days. Ujjivan Financial Services Limited is generating 1.0746% of daily returns and assumes 3.9177% volatility on return distribution over the 30 days horizon. Simply put, 35% of equities are less volatile than Ujjivan Financial and 80% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, Ujjivan Financial is expected to generate 1.96 times more return on investment than the market. However, the company is 1.96 times more volatile than its market benchmark. It trades about 0.27 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of risk.
Ujjivan Financial Market Risk Analysis
Sharpe Ratio = 0.2743
Ujjivan Financial Relative Performance Indicators
Estimated Market Risk
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Based on monthly moving average Ujjivan Financial is performing at about 18% 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
Compared to the overall equity markets, risk-adjusted returns on investments in Ujjivan Financial Services Limited are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days.
|Ujjivan Financial is not yet fully synchronised with the market data|
|Ujjivan Financial appears to be very risky and stock price may revert if volatility continues|
|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 5.47B in cash with (15.11B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 45.27. |
|Fifty Two Week Low||166.80|
|Target High Price||470.00|
|Fifty Two Week High||432.05|
|Trailing Annual Dividend Yield||0.20%|
|Target Low Price||234.00|
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