Eros International Alpha and Beta Analysis

Eros International Plc -- USA Stock  

USD 13.9  0.7  5.3%

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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Eros International Market Premiums

α (average alpha)=0.73    β (beta)=2.43    
30 days against DJI
Risk Adjusted Performance  (0.012119)Jensen Alpha  (1.12)Total Risk Alpha  (2.85)Sortino Ratio  0.0Treynor Ratio  (0.068914)

Eros International expected buy-and-hold returns

   

Eros International 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

Eros International Return and Market Media

The median price of Eros International for the period between Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 14.3 with a coefficient of variation of 3.96. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 14.2, and mean deviation of 0.46. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Should You Invest in Eros International Plc A Look at the In...10/19/2017