Aditya Birla (India) Performance

ABFRL -- India Stock  

INR 187.75  0.30  0.16%

Macroaxis gives Aditya Birla performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Aditya Birla are completely uncorrelated. Even though it is essential to pay attention to Aditya Birla Fashion historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Aditya Birla Fashion and Retail Limited exposes twenty different technical indicators which can help you to evaluate its performance. Aditya Birla Fashion has expected return of -0.0563%. Please be advised to confirm Aditya Birla Fashion Semi Deviation, Information Ratio as well as the relationship between Information Ratio and Downside Variance to decide if Aditya Birla Fashion past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Aditya Birla Fashion Relative Risk vs. Return Landscape

If you would invest  19,015  in Aditya Birla Fashion and Retail Limited on August 20, 2018 and sell it today you would lose (240.00)  from holding Aditya Birla Fashion and Retail Limited or give up 1.26% of portfolio value over 30 days. Aditya Birla Fashion and Retail Limited is generating negative expected returns and assumes 2.2094% volatility on return distribution over the 30 days horizon. Simply put, 20% of equities are less volatile than Aditya Birla Fashion and Retail Limited and 99% 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, Aditya Birla Fashion and Retail Limited is expected to under-perform the market. In addition to that, the company is 5.81 times more volatile than its market benchmark. It trades about -0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of volatility.

Aditya Birla Market Risk Analysis

Sharpe Ratio = -0.0255
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Negative ReturnsABFRL

Aditya Birla Relative Performance Indicators

Estimated Market Risk
  actual daily
 80 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Aditya Birla is performing at about 0% 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 Aditya Birla by adding it to a well-diversified portfolio.

Aditya Birla Performance Rating

Aditya Birla Fashion and Retail Limited Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Aditya Birla Fashion and Retail Limited has generated negative risk-adjusted returns adding no value to investors with long positions.

Aditya Birla Alerts

Equity Alerts and Improvement Suggestions

Aditya Birla Fashion generates negative expected return over the last 30 days
Aditya Birla Fashion has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
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