Larsen Toubro (India) Performance
| LT Stock | 3,482 65.90 1.93% |
The company secures a Beta (Market Risk) of -0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Larsen Toubro are expected to decrease at a much lower rate. During the bear market, Larsen Toubro is likely to outperform the market. At this point, Larsen Toubro Limited has a negative expected return of -0.0552%. Please make sure to verify Larsen Toubro's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Larsen Toubro Limited performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Larsen Toubro Limited has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Larsen Toubro is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 169.3 B |
Larsen |
Larsen Toubro Relative Risk vs. Return Landscape
If you would invest 363,975 in Larsen Toubro Limited on December 24, 2024 and sell it today you would lose (15,790) from holding Larsen Toubro Limited or give up 4.34% of portfolio value over 90 days. Larsen Toubro Limited is producing return of less than zero assuming 1.8117% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than Larsen Toubro, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Larsen Toubro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Larsen Toubro's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Larsen Toubro Limited, and traders can use it to determine the average amount a Larsen Toubro'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 = -0.0305
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LT |
Estimated Market Risk
| 1.81 actual daily | 16 84% 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 Larsen Toubro 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 Larsen Toubro by adding Larsen Toubro to a well-diversified portfolio.
Larsen Toubro Fundamentals Growth
Larsen Stock prices reflect investors' perceptions of the future prospects and financial health of Larsen Toubro, and Larsen Toubro 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 Larsen Stock performance.
| Return On Equity | 0.16 | ||||
| Return On Asset | 0.0457 | ||||
| Profit Margin | 0.06 % | ||||
| Operating Margin | 0.09 % | ||||
| Current Valuation | 5.36 T | ||||
| Shares Outstanding | 1.38 B | ||||
| Price To Book | 5.26 X | ||||
| Price To Sales | 1.86 X | ||||
| Revenue | 2.19 T | ||||
| EBITDA | 277.28 B | ||||
| Cash And Equivalents | 6.9 B | ||||
| Total Debt | 1.16 T | ||||
| Book Value Per Share | 648.87 X | ||||
| Cash Flow From Operations | 182.66 B | ||||
| Earnings Per Share | 101.11 X | ||||
| Total Asset | 3.4 T | ||||
| Retained Earnings | 794.9 B | ||||
About Larsen Toubro Performance
By analyzing Larsen Toubro's fundamental ratios, stakeholders can gain valuable insights into Larsen Toubro's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Larsen Toubro has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Larsen Toubro has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Larsen Toubro Limited performance evaluation
Checking the ongoing alerts about Larsen Toubro for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Larsen Toubro Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Larsen Toubro generated a negative expected return over the last 90 days | |
| About 17.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Larsen Toubro'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 Larsen Toubro's stock is overvalued or undervalued compared to its peers.
- Examining Larsen Toubro'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 Larsen Toubro's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Larsen Toubro's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Larsen Toubro's stock. These opinions can provide insight into Larsen Toubro's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Larsen Stock analysis
When running Larsen Toubro's price analysis, check to measure Larsen Toubro'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 Larsen Toubro is operating at the current time. Most of Larsen Toubro's value examination focuses on studying past and present price action to predict the probability of Larsen Toubro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Larsen Toubro's price. Additionally, you may evaluate how the addition of Larsen Toubro to your portfolios can decrease your overall portfolio volatility.
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |