Aditya Birla (India) Performance

BSLGOLDETF -- India Stock  

INR 3,000  0.00  0.00%

On a scale of 0 to 100 Aditya Birla holds performance score of 10. The firm shows Beta (market volatility) of 0.4528 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 0.2364% will be sustainable into the future. Please makes use of Aditya Birla Sun Information Ratio as well as the relationship between Potential Upside and Kurtosis to make a quick decision on weather Aditya Birla price patterns will revert.
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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 10 (%) of all global equities and portfolios over the last 30 days. In spite of rather weak fundamental drivers, Aditya Birla exhibited solid returns over the last few months and may actually be approaching a breakup point.
Fifty Two Week Low2,712.00
Fifty Two Week High3,300.00
Horizon     30 Days    Login   to change

Aditya Birla Sun Relative Risk vs. Return Landscape

If you would invest  288,100  in Aditya Birla Sun Life Mutual F on May 27, 2019 and sell it today you would earn a total of  11,900  from holding Aditya Birla Sun Life Mutual F or generate 4.13% return on investment over 30 days. Aditya Birla Sun Life Mutual F is generating 0.2364% of daily returns and assumes 1.5479% volatility on return distribution over the 30 days horizon. Simply put, 13% of equities are less volatile than Aditya Birla and 96% 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 generate 1.9 times more return on investment than the market. However, the company is 1.9 times more volatile than its market benchmark. It trades about 0.15 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 = 0.1527
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Aditya Birla Relative Performance Indicators

Estimated Market Risk
 1.55
  actual daily
 
 13 %
of total potential
 
1313
Expected Return
 0.24
  actual daily
 
 4 %
of total potential
 
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Risk-Adjusted Return
 0.15
  actual daily
 
 10 %
of total potential
 
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Based on monthly moving average Aditya Birla is performing at about 10% 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 Sun is not yet fully synchronised with the market data
Check also Trending Equities. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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