CAPROLACTAM Stock Performance

<div class='circular--portrait' style='background:#754DEB;color: #F0FFF0;font-size:4em;padding-top: 25px;;'>CC</div>
CAPRO -- India Stock  

INR 23.05  1.20  4.95%

On a scale of 0 to 100, CAPROLACTAM CHEMICALS holds a performance score of 8. The firm shows a Beta (market volatility) of -0.1268, which signifies not very significant fluctuations relative to the market. Let's try to break down what CAPROLACTAM's beta means in this case. As returns on the market increase, returns on owning CAPROLACTAM CHEMICALS are expected to decrease at a much lower rate. During the bear market, CAPROLACTAM CHEMICALS is likely to outperform the market. Although it is vital to follow to CAPROLACTAM CHEMICALS LTD historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The approach towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By examining CAPROLACTAM CHEMICALS LTD technical indicators, you can right now evaluate if the expected return of 0.49% will be sustainable into the future. Please makes use of CAPROLACTAM CHEMICALS LTD coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to make a quick decision on whether CAPROLACTAM CHEMICALS price patterns will revert.

Search Stock Performance

 
Refresh
88

CAPROLACTAM CHEMICALS Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in CAPROLACTAM CHEMICALS LTD are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, CAPROLACTAM CHEMICALS sustained solid returns over the last few months and may actually be approaching a breakup point.
Fifty Two Week Low9.05
Fifty Two Week High24.75

CAPROLACTAM CHEMICALS Relative Risk vs. Return Landscape

If you would invest  1,828  in CAPROLACTAM CHEMICALS LTD on June 9, 2020 and sell it today you would earn a total of  477.00  from holding CAPROLACTAM CHEMICALS LTD or generate 26.09% return on investment over 30 days. CAPROLACTAM CHEMICALS LTD is generating 0.4944% of daily returns and assumes 4.2305% volatility on return distribution over the 30 days horizon. Simply put, 36% of equities are less volatile than CAPROLACTAM CHEMICALS and 91% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 30 trading days horizon, CAPROLACTAM CHEMICALS is expected to generate 2.3 times more return on investment than the market. However, the company is 2.3 times more volatile than its market benchmark. It trades about 0.12 of its potential returns per unit of risk. The DOW is currently generating roughly 0.11 per unit of risk.

CAPROLACTAM CHEMICALS Market Risk Analysis

Sharpe Ratio = 0.1169
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsCAPRO
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

CAPROLACTAM CHEMICALS Stock Performance Indicators

Estimated Market Risk
 4.23
  actual daily
 
 36 %
of total potential
 
3636
Expected Return
 0.49
  actual daily
 
 8 %
of total potential
 
88
Risk-Adjusted Return
 0.12
  actual daily
 
 8 %
of total potential
 
88
Based on monthly moving average CAPROLACTAM CHEMICALS is performing at about 8% 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 CAPROLACTAM CHEMICALS by adding it to a well-diversified portfolio.

About CAPROLACTAM CHEMICALS Performance

To evaluate CAPROLACTAM CHEMICALS LTD Stock as a possible investment, you need to clearly understand its upside, downside potential, and overall future performance outlook. You may be satisfied when CAPROLACTAM CHEMICALS generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare CAPROLACTAM's stock performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand CAPROLACTAM CHEMICALS LTD stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents CAPROLACTAM's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section. Please also refer to our technical analysis and fundamental analysis pages.
Caprolactam Chemicals Limited engages in the contract manufacturing of chemicals in India. Caprolactam Chemicals Limited was incorporated in 1988 and is based in Mahad, India. CAPROLACTAM CHEMICALS operates under Chemicals classification in India and is traded on Bombay Stock Exchange.

CAPROLACTAM CHEMICALS Alerts

Equity Alerts and Improvement Suggestions

CAPROLACTAM CHEMICALS has very high historical volatility over the last 30 days
The company has accumulated 23.06 M in total debt with debt to equity ratio (D/E) of 0.65, which is about average as compared to similar companies. CAPROLACTAM CHEMICALS LTD has a current ratio of 0.36, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
About 52.0% of CAPROLACTAM CHEMICALS shares are held by company insiders
Continue to Trending Equities. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page