Aditya Birla (India) Performance

BSLGOLDETF -- India Stock  

INR 3,015  35.33  1.16%

Aditya Birla has performance score of 8 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.1328 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 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 0.1277% will be sustainable into the future. Aditya Birla Sun right now shows a risk of 1.0535%. 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  289,900  in Aditya Birla Sun Life Mutual F on December 18, 2018 and sell it today you would earn a total of  11,567  from holding Aditya Birla Sun Life Mutual F or generate 3.99% return on investment over 30 days. Aditya Birla Sun Life Mutual F is generating 0.1277% of daily returns and assumes 1.0535% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than Aditya Birla Sun and 98% 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 is expected to generate 0.52 times more return on investment than the market. However, the company is 1.92 times less risky than the market. It trades about 0.12 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Aditya Birla Market Risk Analysis

Sharpe Ratio = 0.1212
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Aditya Birla Relative Performance Indicators

Estimated Market Risk
 1.05
  actual daily
 
 9 %
of total potential
 
9
Expected Return
 0.13
  actual daily
 
 2 %
of total potential
 
2
Risk-Adjusted Return
 0.12
  actual daily
 
 8 %
of total potential
 
8
Based on monthly moving average Aditya Birla is performing at about 8% 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

8

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 8 (%) of all global equities and portfolios over the last 30 days.

Aditya Birla Alerts

Equity Alerts and Improvement Suggestions

Aditya Birla Sun is not yet fully synchronised with the market data

Aditya Birla Performance Indicators

Aditya Birla Sun Basic Price Performance Measures

Fifty Two Week Low2,702.00
Fifty Two Week High3,100.00
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