Larsen Toubro Limited Stock Performance
| LTOUF Stock | USD 41.38 0.00 0.00% |
The company secures a Beta (Market Risk) of -0.8, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Larsen Toubro are expected to decrease at a much lower rate. During the bear market, Larsen Toubro is likely to outperform the market. Larsen Toubro Limited has an expected return of -0.0269%. Please make sure to verify Larsen Toubro Limited jensen alpha and kurtosis , to decide if Larsen Toubro Limited performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Larsen Toubro Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Larsen Toubro is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 132.6 B | |
| Total Cashflows From Investing Activities | -36.7 B |
Larsen |
Larsen Toubro Relative Risk vs. Return Landscape
If you would invest 4,281 in Larsen Toubro Limited on January 26, 2024 and sell it today you would lose (143.00) from holding Larsen Toubro Limited or give up 3.34% of portfolio value over 90 days. Larsen Toubro Limited is currently producing negative expected returns and takes up 2.3877% volatility of returns over 90 trading days. Put another way, 21% of traded pink sheets are less volatile than Larsen, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Larsen Toubro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Larsen Toubro's investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Larsen Toubro Limited, and traders can use it to determine the average amount a Larsen Toubro'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 = -0.0113
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| Negative Returns | LTOUF |
Estimated Market Risk
| 2.39 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Larsen Toubro 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 Larsen Toubro by adding Larsen Toubro to a well-diversified portfolio.
Larsen Toubro Fundamentals Growth
Larsen Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Larsen Toubro, and Larsen Toubro 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 Larsen Pink Sheet performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0381 | |||
| Profit Margin | 0.06 % | |||
| Operating Margin | 0.11 % | |||
| Current Valuation | 46.39 B | |||
| Shares Outstanding | 1.41 B | |||
| Price To Earning | 22.42 X | |||
| Price To Book | 3.73 X | |||
| Price To Sales | 0.02 X | |||
| Revenue | 1.57 T | |||
| EBITDA | 204.84 B | |||
| Cash And Equivalents | 460.25 B | |||
| Cash Per Share | 327.57 X | |||
| Total Debt | 616.18 B | |||
| Debt To Equity | 1.32 % | |||
| Book Value Per Share | 582.29 X | |||
| Cash Flow From Operations | 191.64 B | |||
| Earnings Per Share | 0.87 X | |||
| Total Asset | 3.2 T | |||
| Current Asset | 1.05 T | |||
| Current Liabilities | 857.1 B | |||
About Larsen Toubro Performance
To evaluate Larsen Toubro Limited Pink Sheet as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Larsen Toubro generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Larsen Pink Sheet's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Larsen Toubro Limited market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Larsen's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Larsen Toubro Limited engages in engineering, construction, and manufacturing operations worldwide. The company was founded in 1938 and is headquartered in Mumbai, India. Larsen Toubro operates under Engineering Construction classification in the United States and is traded on OTC Exchange. It employs 49921 people.Things to note about Larsen Toubro Limited performance evaluation
Checking the ongoing alerts about Larsen Toubro for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Larsen Toubro Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Larsen Toubro generated a negative expected return over the last 90 days |
- Analyzing Larsen Toubro'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 Larsen Toubro's stock is overvalued or undervalued compared to its peers.
- Examining Larsen Toubro'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 Larsen Toubro's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Larsen Toubro's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Larsen Toubro's pink sheet. These opinions can provide insight into Larsen Toubro's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Larsen Toubro Limited. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in employment. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Larsen Pink Sheet analysis
When running Larsen Toubro's price analysis, check to measure Larsen Toubro'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 Larsen Toubro is operating at the current time. Most of Larsen Toubro's value examination focuses on studying past and present price action to predict the probability of Larsen Toubro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Larsen Toubro's price. Additionally, you may evaluate how the addition of Larsen Toubro to your portfolios can decrease your overall portfolio volatility.
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