85.15 -0.6 (-0.7%) Sell

IBREALEST continues its fall as more investors loose confidence

13 min read

INDIABULLS REAL EST. LTD performed worse than the broader market today. It returned -0.7% to close at 85.15. During the last week it returned -1.56% and saw a maximum drawdown of -1.56%.

[Themes containing IBREALEST]

Buy-and-Hold investors in IBREALEST experienced a maximum drawdown of -25.16% over the last three months. It gained +12.93% during this strong up trending period. There were no long signals during this period. However, the short signal incurred a significant loss, losing -12.93% of investors' capital.


IBREALEST has been underperforming the NIFTY-50 index in recent time, after having outperformed till 7 Aug, 2017. Over the last 3 years and 1 month, IBREALEST underperformed the NIFTY-50 index on 51% days.

IBREALEST returned losses on 53% days in the last three months. During this time, it delivered on average +0.24% per day. It delivered it's best daily return of +9.94%, during this period, on Wednesday, 12 Dec, 2018. There was initially a bullish trend during this period which started on 31 Oct, 2018 and went on till 12 Nov, 2018. The bullish trend returned +27.58% to investors. This was followed by a bearish trend that started on 11 Jan, 2019 and ended on 18 Jan, 2019. This bearish trend lost -4.06% of investor capital.

On monthly basis, IBREALEST delivered losses in more months over the last year, than profits. IBREALEST delivered profits less regularly than NIFTY-50 index. IBREALEST was also a more risky investment than NIFTY-50 index as it's worst month in the last year, Sep 2018, returned -43.12% compared to -6.42% returned by NIFTY-50 index in Sep 2018. IBREALEST and NIFTY-50 index, both had periods of 2 consecutive profitable months. It is interesting to note that both IBREALEST and NIFTY-50 index significantly outperform during months when quarterly/annual results are announced.

The only limit to our realization of tomorrow will be our doubts of today.
-- Franklin D. Roosevelt

IBREALEST is becoming less volatile overall. In comparison, the NIFTY-50 index is seeing a fall in volatility. During the last three months, there was a significant fall in IBREALEST's volatility from 22 Oct, 2018 to 18 Jan, 2019. 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 IBREALEST has significant negative skewness in it's return distribution. This indicates that IBREALEST is very risky for short-term investment and can significantly underperform for long durations.

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

On a general note (since you are interested in IBREALEST), two small cap instruments that deserve special mention are NIITTECH and ASTRAZEN. They have significantly outperformed the overall market.

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