Bharat Immunologicals (India) Alpha and Beta Analysis

Bharat Immunologicals Biologicals Corp Ltd -- India Stock  

INR 22.20  0.95  4.47%

This module allows you to check different measures of market premium for Bharat Immunologicals Biologicals Corp Ltd as well as systematic risk associated with investing in Bharat Immunologicals over a specified time horizon. Check also Bharat Immunologicals Backtesting, Bharat Immunologicals Valuation, Bharat Immunologicals Correlation, Bharat Immunologicals Hype Analysis, Bharat Immunologicals Volatility, Bharat Immunologicals History and analyze Bharat Immunologicals Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Bharat Immunologicals Market Premiums

α (average alpha)=0.15    β (beta)=0.49    
30 days against DJI
Risk Adjusted Performance  0.0163Jensen Alpha  0.0353Total Risk Alpha  (0.64)Sortino Ratio  (0.022350)Treynor Ratio  0.6304

Bharat Immunologicals expected buy-and-hold returns

   

Bharat Immunologicals Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Bharat Immunologicals Return and Market Media

The median price of Bharat Immunologicals for the period between Fri, Aug 25, 2017 and Sun, Sep 24, 2017 is 21.95 with a coefficient of variation of 2.55. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 22.09, and mean deviation of 0.45. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline