Larsen Toubro (UK) Performance
| LTOD Stock | USD 36.90 0.10 0.27% |
The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Larsen Toubro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Larsen Toubro is expected to be smaller as well. At this point, Larsen Toubro Limited has a negative expected return of -0.25%. Please make sure to verify Larsen Toubro's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , 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. Despite uncertain performance in the last few months, the Stock's essential indicators remain quite persistent which may send shares a bit higher in March 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
Larsen |
Larsen Toubro Relative Risk vs. Return Landscape
If you would invest 4,350 in Larsen Toubro Limited on November 28, 2024 and sell it today you would lose (660.00) from holding Larsen Toubro Limited or give up 15.17% of portfolio value over 90 days. Larsen Toubro Limited is generating negative expected returns and assumes 1.7441% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Larsen, 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 = -0.1433
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LTOD |
Estimated Market Risk
| 1.74 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.25 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 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.
| Profit Margin | 0.06 % | ||||
| Operating Margin | 0.11 % | ||||
| Current Valuation | 59.34 B | ||||
| Shares Outstanding | 1.41 B | ||||
| Price To Book | 4.99 X | ||||
| Price To Sales | 0.03 X | ||||
| Revenue | 1.99 T | ||||
| EBITDA | 247.56 B | ||||
| Book Value Per Share | 635.55 X | ||||
| Earnings Per Share | 0.97 X | ||||
About Larsen Toubro Performance
By examining Larsen Toubro's fundamental ratios, stakeholders can obtain critical insights into Larsen Toubro's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Larsen Toubro is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the 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 |
- 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.
Other Information on Investing in Larsen Stock
Larsen Toubro financial ratios help investors to determine whether Larsen Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Larsen with respect to the benefits of owning Larsen Toubro security.