Birla Sun (India) Manager Performance Evaluation

F00000PDPC -- India Fund  

INR 10.74  0.0039  0.0363%

The organization shows Beta (market volatility) of 0.029 which signifies that as returns on market increase, Birla Sun returns are expected to increase less than the market. However during bear market, the loss on holding Birla Sun will be expected to be smaller as well. Although it is extremely important to respect Birla Sun Life historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Birla Sun Life technical indicators you can presently evaluate if the expected return of 0.0102% will be sustainable into the future.
Horizon     30 Days    Login   to change

Birla Sun Life Relative Risk vs. Return Landscape

If you would invest  1,069  in Birla Sun Life Gilt Plus PF Dir Qt Div on January 16, 2019 and sell it today you would earn a total of  4.95  from holding Birla Sun Life Gilt Plus PF Dir Qt Div or generate 0.46% return on investment over 30 days. Birla Sun Life Gilt Plus PF Dir Qt Div is generating 0.0102% of daily returns and assumes 0.203% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Birla Sun 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, Birla Sun is expected to generate 25.0 times less return on investment than the market. But when comparing it to its historical volatility, the company is 9.34 times less risky than the market. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly 0.13 of returns per unit of risk over similar time horizon.

Birla Sun Current Valuation

Fairly Valued
February 15, 2019
10.74
Market Value
10.73
Real Value
Target Odds
Odds Odds
11.33
Upside
Birla Sun is not too risky asset. Birla Sun Life shows prevailing Real Value of 10.73 per share. The current price of the fund is 10.74. At this time the entity appears to be fairly valued. We determine the value of Birla Sun Life from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Birla Sun Market Risk Analysis

Sharpe Ratio = 0.0505
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Birla Sun Relative Performance Indicators

Estimated Market Risk
 0.2
  actual daily
 
 1 %
of total potential
 
1
Expected Return
 0.01
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 0.05
  actual daily
 
 3 %
of total potential
 
3
Based on monthly moving average Birla Sun is performing at about 3% 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 Birla Sun by adding it to a well-diversified portfolio.

Birla Sun Performance Rating

Birla Sun Life Gilt Plus PF Dir Qt Div Risk Adjusted Performance Analysis

3

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Birla Sun Life Gilt Plus PF Dir Qt Div are ranked lower than 3 (%) of all funds and portfolios of funds over the last 30 days.

Birla Sun Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 5.17% of its assets under management (AUM) in cash

Birla Sun Performance Indicators

Birla Sun Life Basic Price Performance Measures

Fifty Two Week Low9.9873
Fifty Two Week High10.8223
Annual Report Expense Ratio0.85%
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