Birla Sun (India) Manager Performance Evaluation

119514 -- India Fund  

INR 35.01  1.57  4.70%

The organization shows Beta (market volatility) of -1.3571 which signifies that as returns on market increase, returns on owning Birla Sun are expected to decrease by larger amounts. On the other hand, during market turmoil, Birla Sun is expected to significantly outperform it.. Although it is essential to pay attention to Birla Sun Life historical returns, it is also good to be reasonable about what you can actually do with equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any fund is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Birla Sun Life Infrastructure Dir Gr expected return of 1.565 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
Horizon     30 Days    Login   to change

Birla Sun Life Relative Risk vs. Return Landscape

If you would invest  3,344  in Birla Sun Life Infrastructure Dir Gr on August 24, 2018 and sell it today you would earn a total of  157.00  from holding Birla Sun Life Infrastructure Dir Gr or generate 4.69% return on investment over 30 days. Birla Sun Life Infrastructure Dir Gr is generating 1.565% of daily returns and assumes 2.7107% volatility on return distribution over the 30 days horizon. Simply put, 24% of equities are less volatile than Birla Sun Life Infrastructure Dir Gr and 71% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Birla Sun Life Infrastructure Dir Gr is expected to generate 6.04 times more return on investment than the market. However, the company is 6.04 times more volatile than its market benchmark. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.39 per unit of risk.

Birla Sun Current Valuation

Not valued
September 23, 2018
35.01
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Birla Sun is Unknown risk asset. Birla Sun Life prevailing Real Value cannot be determined due to lack of data. The current price of Birla Sun Life is 35.01. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Birla Sun Life from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Birla Sun Market Risk Analysis

Sharpe Ratio = 0.5774
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Average Returns119514
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Birla Sun Relative Performance Indicators

Estimated Market Risk
 2.71
  actual daily
 
 76 %
of total potential
  
Expected Return
 1.57
  actual daily
 
 29 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Birla Sun is performing at about 38% of its full potential. 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 Birla Sun by adding it to a well-diversified portfolio.

Birla Sun Performance Rating

Birla Sun Life Infrastructure Dir Gr Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Birla Sun Life Infrastructure Dir Gr are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Birla Sun Alerts

Equity Alerts and Improvement Suggestions

The fund holds 97.72% of its total net assets in equities

Birla Sun Performance Indicators

Birla Sun Life Basic Price Performance Measures

Annual Report Expense Ratio1.74%
Check also Trending Equities. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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