ADITYA Stock Performance

AB
ABSLNN50ET -- India Stock  

INR 244.33  11.32  4.43%

On a scale of 0 to 100 ADITYA BIRLA holds performance score of 2. The firm shows a Beta (market volatility) of -0.0449, 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 vital to follow to ADITYA BIRLA SUN historical returns, it is good to be conservative about what you can actually do with the information regarding 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 evaluating ADITYA BIRLA SUN technical indicators you can at this time evaluate if the expected return of 0.4658% 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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ADITYA BIRLA Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ADITYA BIRLA SUN are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, ADITYA BIRLA sustained solid returns over the last few months and may actually be approaching a breakup point.
Fifty Two Week Low216.00
Fifty Two Week High227.93

ADITYA BIRLA Relative Risk vs. Return Landscape

If you would invest  27,550  in ADITYA BIRLA SUN on May 1, 2020 and sell it today you would lose (3,117)  from holding ADITYA BIRLA SUN or give up 11.31% of portfolio value over 30 days. ADITYA BIRLA SUN is generating 0.4658% of daily returns and assumes 14.0595% volatility on return distribution over the 30 days horizon. Simply put, majority of traded equity instruments are less risky than ADITYA BIRLA on the bases of their historical return distribution and most 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 3.49 times more return on investment than the market. However, the company is 3.49 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of risk.

ADITYA BIRLA Market Risk Analysis

Sharpe Ratio = 0.0331
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ADITYA BIRLA Stock Performance Indicators

Estimated Market Risk
 14.06
  actual daily
 
 96 %
of total potential
 
9696
Expected Return
 0.47
  actual daily
 
 8 %
of total potential
 
88
Risk-Adjusted Return
 0.03
  actual daily
 
 2 %
of total potential
 
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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 Alerts

Equity Alerts and Improvement Suggestions

ADITYA BIRLA SUN is not yet fully synchronised with the market data
ADITYA BIRLA SUN has very high historical volatility over the last 30 days
Please continue to Trending Equities. Please also try CEO Directory module to screen ceos from public companies around the world.
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Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page