GODFRYPHLP investors re-evaluating their investment strategy

GODFREY PHILLIPS INDIA LT performed worse than the broader market today. It fell by -1.33% to close at 951.8. It's recent 5 day performance has been +0.01%, -2.16%, +7.11%, +1.33% and +1.91%.

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GODFRYPHLP is currently in a bullish trend. The current bullish signal has generated a profit of +11.61% for GODFRYPHLP's investors in the last three months.

Trend

Monthly Performance

Alpha (outperformance)

Heatmap

Volatility

Return distribution

GODFRYPHLP has been outperforming the NIFTY-50 index in recent time. It showed significant underperformance (compared to the NIFTY-50 index) from 8 Jan, 2016 to 18 Jul, 2018. Over the last 3 years and 1 month, GODFRYPHLP underperformed the NIFTY-50 index on 55% days.

During the last three months GODFRYPHLP was mostly profitable and delivered on average +0.44% per day. It's best return during this period (of +8.73%) was on Friday, 9 Nov, 2018. While it's worst loss in the same period (of -5.14%) was on Friday, 21 Dec, 2018. The longest stort-term trend during this period was 6 losing days, which started on 17 Dec, 2018 and ended on 24 Dec, 2018. This bearish trend lost -9.16% of investor capital.

During the last year GODFRYPHLP had 6 profitable months and 6 loss making months. GODFRYPHLP returned profits in more months than NIFTY-50 index. GODFRYPHLP significantly outperformed NIFTY-50 index in Nov 2018, when it returned +19.97% compared to +6.56% returned by NIFTY-50 index during it's best month in the last one year - Jul 2018. GODFRYPHLP and NIFTY-50 index, both had periods of 2 consecutive profitable months. It is interesting to note that both GODFRYPHLP and NIFTY-50 index significantly outperform during months when quarterly/annual results are announced.

I'd like to live as a poor man with lots of money.
-- Pablo Picasso

GODFRYPHLP is currently seeing overall increase in volatility. In comparison, the NIFTY-50 index is seeing decrease in volatility. During the last three months, there was a significant surge in GODFRYPHLP's volatility from 19 Dec, 2018 to 26 Dec, 2018. While there was a significant fall in the NIFTY-50 index's volatility from 31 Oct, 2018 to 5 Dec, 2018.

Advanced/professional short-term investors should note that GODFRYPHLP has significant negative skewness in it's return distribution. This indicates that GODFRYPHLP is very risky for short-term investment and can significantly underperform for long durations.

Investors trading in GODFRYPHLP derivatives at this moment can consider 'Married Call' options strategy to receive better risk-adjusted returns.

NIFTY-50 index has more chance of extreme outcomes than GODFRYPHLP. Therefore, NIFTY-50 must receive a lower allocation than GODFRYPHLP in your portfolio. NIFTY-50 index usually has shorter drawdown period than GODFRYPHLP.

Based on your interest in GODFRYPHLP you may find it interesting to know that ASTRAZEN and RESPONIND are both small caps that have shown remarkable performance and deserve to be on every investors' watchlist.