Eros International Alpha and Beta Analysis Overview

EROS -- USA Stock  

USD 13.75  0.10  0.73%

This module allows you to check different measures of market premium for Eros International Plc as well as systematic risk associated with investing in Eros International over a specified time horizon. Additionally see Eros International Backtesting, Eros International Valuation, Eros International Correlation, Eros International Hype Analysis, Eros International Volatility, Eros International History and analyze Eros International Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Eros International Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.0409

Jensen Alpha  

0.020041

Total Risk Alpha  

0.43

Sortino Ratio  

0.0082

Treynor Ratio  

0.1081

Eros International expected buy-and-hold returns

Eros International Market Price Analysis

Eros International Return and Market Media

The median price of Eros International for the period between Sun, Jun 17, 2018 and Tue, Jul 17, 2018 is 13.8 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 13.78, and mean deviation of 0.28. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Analyst Stock Ratings Owens Minor, Inc. , Eros International...06/22/2018
2
Low-Risky stock to Watch Eros International Plc06/29/2018
3
Take a snapshot of Stock Eros International Plc07/05/2018
4
Trading News Investors Taking a Second Look at Eros Internat...07/10/2018
5
St Germain DJ Co Has Upped Its Home Depot Holding by 1.11 Mi...07/16/2018

Upcoming Events

Eros International Upcoming Company Events
Upcoming Quarterly ReportJune 27, 2017
Next Earnings ReportSeptember 8, 2017

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Additionally see Eros International Backtesting, Eros International Valuation, Eros International Correlation, Eros International Hype Analysis, Eros International Volatility, Eros International History and analyze Eros International Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.