AUTHUM INVESTMENT (India) Performance
| AIIL Stock | 1,581 13.35 0.84% |
The firm shows a Beta (market volatility) of 0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AUTHUM INVESTMENT's returns are expected to increase less than the market. However, during the bear market, the loss of holding AUTHUM INVESTMENT is expected to be smaller as well. At this point, AUTHUM INVESTMENT has a negative expected return of -0.0646%. Please make sure to confirm AUTHUM INVESTMENT's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if AUTHUM INVESTMENT performance from the past will be repeated at future time.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days AUTHUM INVESTMENT INFRASTRUCTU has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, AUTHUM INVESTMENT is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Authum Investment Infrastructure outcome of Board meeting - Business Standard | 09/26/2024 |
2 | Authum Investment Infrastructure shares tank 12 percent on dismal Q2 show - Moneycontrol | 10/22/2024 |
3 | Authum Investment Infrastructures Stock Sees Dip, But Remains Strong in Finance Industry - MarketsMojo | 10/30/2024 |
4 | Authum Investment Infrastructure Stock Declines on November 13, 2024 - MarketsMojo | 11/13/2024 |
| Begin Period Cash Flow | 3.5 B |
AUTHUM |
AUTHUM INVESTMENT Relative Risk vs. Return Landscape
If you would invest 168,205 in AUTHUM INVESTMENT INFRASTRUCTU on September 2, 2024 and sell it today you would lose (10,130) from holding AUTHUM INVESTMENT INFRASTRUCTU or give up 6.02% of portfolio value over 90 days. AUTHUM INVESTMENT INFRASTRUCTU is generating negative expected returns and assumes 2.5386% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than AUTHUM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AUTHUM INVESTMENT Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AUTHUM INVESTMENT's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AUTHUM INVESTMENT INFRASTRUCTU, and traders can use it to determine the average amount a AUTHUM INVESTMENT's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0254
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AIIL |
Estimated Market Risk
| 2.54 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AUTHUM INVESTMENT is not performing at its full potential. However, 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 AUTHUM INVESTMENT by adding AUTHUM INVESTMENT to a well-diversified portfolio.
AUTHUM INVESTMENT Fundamentals Growth
AUTHUM Stock prices reflect investors' perceptions of the future prospects and financial health of AUTHUM INVESTMENT, and AUTHUM INVESTMENT fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on AUTHUM Stock performance.
| Revenue | 43.64 B | ||||
| EBITDA | 44.28 B | ||||
| Net Income | 42.85 B | ||||
| Total Debt | 11.28 B | ||||
| Cash Flow From Operations | 32.79 B | ||||
| Total Asset | 116.21 B | ||||
| Retained Earnings | (5.32 B) | ||||
About AUTHUM INVESTMENT Performance
Assessing AUTHUM INVESTMENT's fundamental ratios provides investors with valuable insights into AUTHUM INVESTMENT's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the AUTHUM INVESTMENT is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
AUTHUM INVESTMENT is entity of India. It is traded as Stock on NSE exchange.Things to note about AUTHUM INVESTMENT performance evaluation
Checking the ongoing alerts about AUTHUM INVESTMENT for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AUTHUM INVESTMENT help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| AUTHUM INVESTMENT generated a negative expected return over the last 90 days | |
| AUTHUM INVESTMENT is unlikely to experience financial distress in the next 2 years | |
| Latest headline from news.google.com: Authum Investment Infrastructure Stock Declines on November 13, 2024 - MarketsMojo |
- Analyzing AUTHUM INVESTMENT's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether AUTHUM INVESTMENT's stock is overvalued or undervalued compared to its peers.
- Examining AUTHUM INVESTMENT's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating AUTHUM INVESTMENT's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AUTHUM INVESTMENT's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AUTHUM INVESTMENT's stock. These opinions can provide insight into AUTHUM INVESTMENT's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for AUTHUM Stock Analysis
When running AUTHUM INVESTMENT's price analysis, check to measure AUTHUM INVESTMENT's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AUTHUM INVESTMENT is operating at the current time. Most of AUTHUM INVESTMENT's value examination focuses on studying past and present price action to predict the probability of AUTHUM INVESTMENT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AUTHUM INVESTMENT's price. Additionally, you may evaluate how the addition of AUTHUM INVESTMENT to your portfolios can decrease your overall portfolio volatility.