RANEHOLDIN investors take a massive hit

RANE HOLDINGS LIMITED delivered massive losses today. It lost -1.39% to close at 1078.4. It's recent 5 day performance has been +0.58%, -4.39%, -2.68%, +0.58% and -0.18%.

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RANEHOLDIN is currently in a down trend. Over the last three months 2 bearish signals have generated a profit of +0.48% for investors.

Trend

Monthly Performance

Alpha (outperformance)

Heatmap

Volatility

Return distribution

RANEHOLDIN has been underperforming the NIFTY-50 index in recent time, after having outperformed till 9 Mar, 2018. Over the last 3 years and 1 month, RANEHOLDIN outperformed the NIFTY-50 index on 47% days. Which indicates that on days RANEHOLDIN outperforms the NIFTY-50 index, it's performance is marginally better than on the days it underperforms the NIFTY-50 index.

RANEHOLDIN returned losses on 64% days in the last three months. During this time, it delivered on average -0.39% per day. It delivered it's best daily return of +8.03%, during this period, on Wednesday, 19 Dec, 2018. There was initially a bullish trend during this period which started on 20 Nov, 2018 and went on till 22 Nov, 2018. The bullish trend returned +2.99% to investors. This was followed by a bearish trend that started on 2 Jan, 2019 and ended on 16 Jan, 2019. This bearish trend lost -16.85% of investor capital.

RANEHOLDIN had 3 profitable and 9 loss making months over the last year. During the last year, RANEHOLDIN underperformed NIFTY-50 index on monthly return basis. RANEHOLDIN was also a more risky investment than NIFTY-50 index as it's worst month in the last year, Sep 2018, returned -21.39% compared to -6.42% returned by NIFTY-50 index in Sep 2018. RANEHOLDIN had a longer winning streak of losing months than NIFTY-50 index. It went down in 4 straight months (from Aug 2018 to Nov 2018) during which period it delivered -44.3%. It is interesting to note that both RANEHOLDIN and NIFTY-50 index significantly outperform during months when quarterly/annual results are announced.

The stock market is filled with individuals who know the price of everything, but the value of nothing.
-- Philip Arthur Fisher

RANEHOLDIN 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 surge in RANEHOLDIN's volatility from 16 Nov, 2018 to 19 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 RANEHOLDIN has negative skewness in it's return distribution. This indicates that investors may need to stay invested through long periods of drawdown before expecting a recovery.

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

On a general note (since you are interested in RANEHOLDIN), two instruments that deserve special mention are IGARASHI and MERCK. They have significantly outperformed the overall market this year.