Aditya Birla (India) Performance

BSLGOLDETF -- India Stock  

INR 2,800  65.00  2.27%

Aditya Birla has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.3082 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.. Although it is extremely important to respect Aditya Birla Sun 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 Sun technical indicators you can presently evaluate if the expected return of 0.0402% will be sustainable into the future. Aditya Birla Sun right now shows a risk of 0.9606%. Please confirm Aditya Birla Sun Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if Aditya Birla Sun will be following its price patterns.
Horizon     30 Days    Login   to change

Aditya Birla Sun Relative Risk vs. Return Landscape

If you would invest  278,000  in Aditya Birla Sun Life Mutual F on August 24, 2018 and sell it today you would earn a total of  2,000  from holding Aditya Birla Sun Life Mutual F or generate 0.72% return on investment over 30 days. Aditya Birla Sun Life Mutual F is generating 0.0402% of daily returns and assumes 0.9606% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Aditya Birla Sun Life Mutual F 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 Sun Life Mutual F is expected to generate 4.33 times less return on investment than the market. In addition to that, the company is 2.14 times more volatile than its market benchmark. It trades about 0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.39 per unit of volatility.

Aditya Birla Market Risk Analysis

Sharpe Ratio = 0.0419
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Aditya Birla Relative Performance Indicators

Estimated Market Risk
  actual daily
 92 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 2 %
of total potential
Based on monthly moving average Aditya Birla is performing at about 2% 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 Sun Life Mutual F Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Aditya Birla Sun Life Mutual F are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.
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