MRF (India) Performance
| MRF Stock | 123,510 559.00 0.45% |
The company secures a Beta (Market Risk) of -0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MRF are expected to decrease at a much lower rate. During the bear market, MRF is likely to outperform the market. At this point, MRF Limited has a negative expected return of -0.19%. Please make sure to verify MRF's total risk alpha, kurtosis, market facilitation index, as well as the relationship between the value at risk and rate of daily change , to decide if MRF Limited performance from the past will be repeated at future time.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days MRF Limited has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest inconsistent performance, the Stock's technical and fundamental indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
Forward Dividend Yield 0.0017 | Payout Ratio 0.0443 | Forward Dividend Rate 203 | Ex Dividend Date 2024-11-19 |
1 | Is MRF Limiteds Recent Stock Performance Influenced By Its Financials In Any Way - Simply Wall St | 09/10/2024 |
2 | CEAT, MRF, other tyre stocks in focus as Kotak Equities says uptick in natural rubber prices to impact... - Moneycontrol | 10/04/2024 |
3 | MRF Ltd. Stock Price Sees Positive Movement, Outperforms Sector and Market - MarketsMojo | 11/11/2024 |
| Begin Period Cash Flow | 2.6 B |
MRF |
MRF Relative Risk vs. Return Landscape
If you would invest 13,932,100 in MRF Limited on August 24, 2024 and sell it today you would lose (1,581,100) from holding MRF Limited or give up 11.35% of portfolio value over 90 days. MRF Limited is generating negative expected returns and assumes 1.0829% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than MRF, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MRF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MRF's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MRF Limited, and traders can use it to determine the average amount a MRF'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 = -0.1711
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MRF |
Estimated Market Risk
| 1.08 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MRF is not performing at its full potential. However, 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 MRF by adding MRF to a well-diversified portfolio.
MRF Fundamentals Growth
MRF Stock prices reflect investors' perceptions of the future prospects and financial health of MRF, and MRF fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on MRF Stock performance.
| Return On Equity | 0.12 | ||||
| Return On Asset | 0.0612 | ||||
| Profit Margin | 0.07 % | ||||
| Operating Margin | 0.09 % | ||||
| Current Valuation | 519.71 B | ||||
| Shares Outstanding | 4.24 M | ||||
| Price To Book | 2.95 X | ||||
| Price To Sales | 1.98 X | ||||
| Revenue | 251.69 B | ||||
| Gross Profit | 75.69 B | ||||
| EBITDA | 45.74 B | ||||
| Net Income | 20.81 B | ||||
| Cash And Equivalents | 2.58 B | ||||
| Total Debt | 28.21 B | ||||
| Book Value Per Share | 41,659 X | ||||
| Cash Flow From Operations | 33.01 B | ||||
| Earnings Per Share | 4,586 X | ||||
| Total Asset | 268.49 B | ||||
| Retained Earnings | 167.85 B | ||||
About MRF Performance
By analyzing MRF's fundamental ratios, stakeholders can gain valuable insights into MRF's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MRF has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if MRF has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
MRF is entity of India. It is traded as Stock on NSE exchange.Things to note about MRF Limited performance evaluation
Checking the ongoing alerts about MRF for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MRF Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MRF Limited generated a negative expected return over the last 90 days | |
| About 48.0% of the company outstanding shares are owned by corporate insiders | |
| Latest headline from news.google.com: MRF Ltd. Stock Price Sees Positive Movement, Outperforms Sector and Market - MarketsMojo |
- Analyzing MRF's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether MRF's stock is overvalued or undervalued compared to its peers.
- Examining MRF's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating MRF's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MRF's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MRF's stock. These opinions can provide insight into MRF's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MRF Stock analysis
When running MRF's price analysis, check to measure MRF'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 MRF is operating at the current time. Most of MRF's value examination focuses on studying past and present price action to predict the probability of MRF's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MRF's price. Additionally, you may evaluate how the addition of MRF to your portfolios can decrease your overall portfolio volatility.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |