DSP BlackRock (India) Alpha and Beta Analysis Overview

100084 -- India Fund  

INR 55.21  0.10  0.18%

This module allows you to check different measures of market premium for DSP BlackRock Govt Sec Reg Gr as well as systematic risk associated with investing in DSP BlackRock over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

DSP BlackRock Market Premiums

α0.1β0.05
30 days against DJI
Risk Adjusted Performance  

0.1077

Jensen Alpha  

0.1825

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

0.31

DSP BlackRock Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare DSP BlackRock to competition

DSP BlackRock Fundamental Vs Peers

FundamentalsDSP BlackRockPeer Average
One Year Return4.19 % 2.30 %
Three Year Return4.60 % 3.97 %
Five Year Return8.68 % 1.27 %
Ten Year Return8.01 % 1.17 %
Net Asset405.99 M1.37 B
Minimum Initial Investment1 K8.09 M
Cash Position Weight0.52 % 14.48 %

DSP BlackRock Opportunities

DSP BlackRock Return and Market Media

The median price of DSP BlackRock for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 53.27 with a coefficient of variation of 102.37. The daily time series for the period is distributed with a sample standard deviation of 27.81, arithmetic mean of 27.17, and mean deviation of 27.17. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 100084

DSP BlackRock Govt Investor Sentiment

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