Aditya Birla (India) Performance

ABFRL -- India Stock  

INR 220.05  2.30  1.03%

The firm shows Beta (market volatility) of 0.066 which signifies that as returns on market increase, Aditya Birla returns are expected to increase less than the market. However during bear market, the loss on holding Aditya Birla will be expected to be smaller as well. 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-one different technical indicators which can help you to evaluate its performance. Aditya Birla Fashion has expected return of -0.1733%. Please be advised to confirm Aditya Birla Fashion Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if Aditya Birla Fashion past performance will be repeated at some point in the near future.
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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. Allthough latest weak performance, the Stock's forward indicators remain persistent and the existing mess on Wall Street may also be a sign of long standing gains for the corporation partners.
Fifty Two Week Low132.10
Target High Price215.00
Fifty Two Week High236.90
Target Low Price172.00
Horizon     30 Days    Login   to change

Aditya Birla Fashion Relative Risk vs. Return Landscape

If you would invest  22,120  in Aditya Birla Fashion and Retail Limited on May 17, 2019 and sell it today you would lose (115.00)  from holding Aditya Birla Fashion and Retail Limited or give up 0.52% of portfolio value over 30 days. Aditya Birla Fashion and Retail Limited is generating negative expected returns and assumes 0.3002% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Aditya Birla 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 is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.58 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 of returns per unit of risk over similar time horizon.

Aditya Birla Market Risk Analysis

Sharpe Ratio = -0.5774
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Aditya Birla Relative Performance Indicators

Estimated Market Risk
 0.3
  actual daily
 
 2 %
of total potential
 
22
Expected Return
 -0.17
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.58
  actual daily
 
 0 %
of total potential
 
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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 Alerts

Equity Alerts and Improvement Suggestions

Aditya Birla Fashion is not yet fully synchronised with the market data
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
The company has accumulated 19.17B in total debt with debt to equity ratio (D/E) of 165.9 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Aditya Birla Fashion has Current Ratio of 0.77 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
Check also Trending Equities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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