ITC Stock Performance

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ITC -- India Stock  

INR 206.00  3.30  1.63%

On a scale of 0 to 100, ITC holds a performance score of 6. The company owns a Beta (Systematic Risk) of -0.0598, which attests to not very significant volatility relative to the market. Let's try to break down what ITC's beta means in this case. As returns on the market increase, returns on owning ITC are expected to decrease at a much lower rate. During the bear market, ITC is likely to outperform the market. Although it is vital to follow to ITC LTD existing price patterns, it is good to be conservative about what you can do with the information regarding equity price patterns. The approach to determining 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 reviewing ITC LTD technical indicators, you can today evaluate if the expected return of 0.27% will be sustainable into the future. Please utilizes ITC LTD mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation to make a quick decision on whether ITC LTD current price history will revert.

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ITC Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ITC LTD are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days. Allthough quite weak forward indicators, ITC disclosed solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio3.10
Fifty Two Week Low134.95
Fifty Two Week High282.95
Payout Ratio47.21%
Trailing Annual Dividend Yield2.84%

ITC Relative Risk vs. Return Landscape

If you would invest  18,150  in ITC LTD on June 5, 2020 and sell it today you would earn a total of  2,450  from holding ITC LTD or generate 13.5% return on investment over 30 days. ITC LTD is generating 0.2729% of daily returns assuming 2.7932% volatility of returns over the 30 days investment horizon. Simply put, 24% of all equities have less volatile historical return distribution than ITC and 95% 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, ITC is expected to generate 1.53 times more return on investment than the market. However, the company is 1.53 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

ITC Market Risk Analysis

Sharpe Ratio = 0.0977
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ITC Stock Performance Indicators

Estimated Market Risk
 2.79
  actual daily
 
 24 %
of total potential
 
2424
Expected Return
 0.27
  actual daily
 
 4 %
of total potential
 
44
Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
 
66
Based on monthly moving average ITC is performing at about 6% 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 ITC by adding it to a well-diversified portfolio.

About ITC Performance

To evaluate ITC 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 ITC 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 ITC'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 ITC 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 ITC'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.
ITC Limited engages in the fast moving consumer goods, hotels, paperboards, paper and packaging, agri, and information technology businesses worldwide. ITC Limited was incorporated in 1910 and is based in Kolkata, India. ITC operates under Tobacco classification in India and is traded on Bombay Stock Exchange.

ITC Alerts

Equity Alerts and Improvement Suggestions

About 30.0% of the company shares are held by company insiders

ITC Dividends

ITC LTD Dividends Analysis

Check ITC LTD dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please see Risk vs Return Analysis. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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