Aditya Birla (India) Performance

ABFRL -- India Stock  

INR 192.85  2.25  1.18%

Aditya Birla has performance score of 5 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.5656 which signifies that as returns on market increase, returns on owning Aditya Birla are expected to decrease at a much smaller rate. During bear market, Aditya Birla is likely to outperform the market.. Although it is extremely important to respect Aditya Birla Fashion historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Aditya Birla Fashion technical indicators you can presently evaluate if the expected return of 0.1791% will be sustainable into the future. Aditya Birla Fashion right now shows a risk of 2.2281%. Please confirm Aditya Birla Fashion Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if Aditya Birla Fashion will be following its price patterns.
Horizon     30 Days    Login   to change

Aditya Birla Fashion Relative Risk vs. Return Landscape

If you would invest  18,620  in Aditya Birla Fashion and Retail Limited on October 16, 2018 and sell it today you would earn a total of  440.00  from holding Aditya Birla Fashion and Retail Limited or generate 2.36% return on investment over 30 days. Aditya Birla Fashion and Retail Limited is generating 0.1791% of daily returns and assumes 2.2281% 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 97% 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 generate 1.85 times more return on investment than the market. However, the company is 1.85 times more volatile than its market benchmark. It trades about 0.08 of its potential returns per unit of risk. The DOW is currently generating roughly -0.09 per unit of risk.

Aditya Birla Market Risk Analysis

Sharpe Ratio = 0.0804
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Aditya Birla Relative Performance Indicators

Estimated Market Risk
 2.23
  actual daily
 
 80 %
of total potential
  
Expected Return
 0.18
  actual daily
 
 3 %
of total potential
  
Risk-Adjusted Return
 0.08
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average Aditya Birla is performing at about 5% 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

5 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Aditya Birla Fashion and Retail Limited are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

Aditya Birla Alerts

Equity Alerts and Improvement Suggestions

Aditya Birla Fashion is not yet fully synchronised with the market data
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 18.61 B in total debt with debt to equity ratio (D/E) of 170.2 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Aditya Birla Fashion and Retail Limited has Current Ratio of 0.76 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
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