Tata India (India) Manager Performance Evaluation

0P0001784V -  India Fund  

INR 17.96  0.54  3.10%

The entity has a beta of -0.1345, which indicates not very significant fluctuations relative to the market. Let's try to break down what 0P0001784V's beta means in this case. As returns on the market increase, returns on owning Tata India are expected to decrease at a much lower rate. During the bear market, Tata India is likely to outperform the market. Although it is extremely important to respect Tata India Pharma current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Tata India Pharma technical indicators, you can presently evaluate if the expected return of 0.0625% will be sustainable into the future.

0P0001784V Fund Performance 

 
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 0P0001784V Performance
4 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Tata India Pharma are ranked lower than 4 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat strong basic indicators, Tata India is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Fifty Two Week Low8.27
Fifty Two Week High15.55
Annual Report Expense Ratio2.61%

Tata India Relative Risk vs. Return Landscape

If you would invest  1,746  in Tata India Pharma on July 24, 2021 and sell it today you would earn a total of  50.00  from holding Tata India Pharma or generate 2.86% return on investment over 90 days. Tata India Pharma is generating 0.0625% of daily returns and assumes 1.002% volatility on return distribution over the 90 days horizon. Simply put, 8% of funds are less volatile than 0P0001784V, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days trading horizon Tata India is expected to generate 1.41 times more return on investment than the market. However, the company is 1.41 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly 0.04 per unit of risk.

Tata India Current Valuation

Fairly Valued
Today
17.96
22nd of October 2021
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Please note that Tata India's price fluctuation is very steady at this time.
Tata India Pharma has a current Real Value of 17.94 per share. The regular price of the fund is 17.96. At this time, the fund appears to be fairly valued. We determine the value of Tata India Pharma from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend taking in undervalued stocks and trading overvalued stocks since, at some point, stock prices and their ongoing real values will draw towards each other.
Our valuation method for Tata India Pharma is useful when determining the fair value of the 0P0001784V fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Tata India. Since Tata India is currently traded on the exchange, buyers and sellers on that exchange determine the market value of 0P0001784V Fund. However, Tata India's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
17.94
Real Value
18.94
Upside
Estimating the potential upside or downside of Tata India Pharma helps investors to forecast how 0P0001784V fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Tata India more accurately as focusing exclusively on Tata India's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.4617.9318.41
Details
Hype
Prediction
LowEstimated ValueHigh
16.9617.9618.96
Details
Naive
Forecast
LowNext ValueHigh
16.7617.7618.76
Details

Tata India Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Tata India's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Tata India Pharma, and traders can use it to determine the average amount a Tata India's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0624

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Estimated Market Risk
 1.0
  actual daily
 
 8 %
of total potential
 
88
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.06
  actual daily
 
 4 %
of total potential
 
44
Based on monthly moving average Tata India is performing at about 4% 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 Tata India by adding it to a well-diversified portfolio.

About Tata India Performance

To evaluate Tata India Pharma Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Tata India 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 0P0001784V Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Tata India Pharma 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 0P0001784V'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.
The investment objective of the scheme is to seek long term capital appreciation by investing atleast 80 percent of its net assets in equityequity related instruments of the companies in the pharma healthcare sectors in India.However, there is no assurance or guarantee that the investment objective of the Scheme will be achieved.The Scheme does not assure or guarantee any returns. Tata India is traded on Bombay Stock Exchange in India.

Things to note about Tata India Pharma

Checking the ongoing alerts about Tata India for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Tata India Pharma help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Tata India Alerts

Equity Alerts and Improvement Suggestions

The fund holds 96.51% of its total net assets in equities
Please continue to Trending Equities. Note that the Tata India Pharma information on this page should be used as a complementary analysis to other Tata India's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

Other Tools for 0P0001784V Fund

When running Tata India Pharma price analysis, check to measure Tata India's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Tata India is operating at the current time. Most of Tata India's value examination focuses on studying past and present price action to predict the probability of Tata India's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Tata India's price. Additionally, you may evaluate how the addition of Tata India to your portfolios can decrease your overall portfolio volatility.
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