NMDC (India) Performance
| NMDC Stock | 64.81 1.25 1.89% |
The company secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NMDC's returns are expected to increase less than the market. However, during the bear market, the loss of holding NMDC is expected to be smaller as well. At this point, NMDC Limited has a negative expected return of -0.24%. Please make sure to verify NMDC's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if NMDC Limited performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days NMDC Limited has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in March 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 930 M |
NMDC |
NMDC Relative Risk vs. Return Landscape
If you would invest 7,669 in NMDC Limited on November 29, 2024 and sell it today you would lose (1,188) from holding NMDC Limited or give up 15.49% of portfolio value over 90 days. NMDC Limited is generating negative expected returns and assumes 2.4282% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than NMDC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NMDC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NMDC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as NMDC Limited, and traders can use it to determine the average amount a NMDC'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 = -0.0996
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | NMDC |
Estimated Market Risk
| 2.43 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NMDC 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 NMDC by adding NMDC to a well-diversified portfolio.
NMDC Fundamentals Growth
NMDC Stock prices reflect investors' perceptions of the future prospects and financial health of NMDC, and NMDC 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 NMDC Stock performance.
| Return On Equity | 0.23 | ||||
| Return On Asset | 0.13 | ||||
| Profit Margin | 0.28 % | ||||
| Operating Margin | 0.35 % | ||||
| Current Valuation | 476.51 B | ||||
| Shares Outstanding | 8.79 B | ||||
| Price To Book | 2.05 X | ||||
| Price To Sales | 2.44 X | ||||
| Revenue | 213.08 B | ||||
| EBITDA | 85.27 B | ||||
| Total Debt | 33.59 B | ||||
| Book Value Per Share | 32.27 X | ||||
| Cash Flow From Operations | 73.95 B | ||||
| Earnings Per Share | 7.37 X | ||||
| Total Asset | 356.61 B | ||||
| Retained Earnings | 19.24 B | ||||
About NMDC Performance
Assessing NMDC's fundamental ratios provides investors with valuable insights into NMDC's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the NMDC is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about NMDC Limited performance evaluation
Checking the ongoing alerts about NMDC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NMDC Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| NMDC Limited generated a negative expected return over the last 90 days | |
| About 61.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing NMDC'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 NMDC's stock is overvalued or undervalued compared to its peers.
- Examining NMDC'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 NMDC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NMDC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of NMDC's stock. These opinions can provide insight into NMDC's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for NMDC Stock Analysis
When running NMDC's price analysis, check to measure NMDC'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 NMDC is operating at the current time. Most of NMDC's value examination focuses on studying past and present price action to predict the probability of NMDC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NMDC's price. Additionally, you may evaluate how the addition of NMDC to your portfolios can decrease your overall portfolio volatility.