HDFC Balanced (India) Alpha and Beta Analysis Overview

100121 -- India Fund  

INR 30.45  30.45  9,223,372,036,855%

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

HDFC Balanced Market Premiums

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

0.027522

Jensen Alpha  

0.02626

Total Risk Alpha  

0.33

Sortino Ratio  

0.0

Treynor Ratio  

0.2916

HDFC Balanced Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare HDFC Balanced to competition

HDFC Balanced Fundamental Vs Peers

FundamentalsHDFC BalancedPeer Average
Price to Earning14.82 times7.60 times
Price to Book1.96 times1.04 times
Price to Sales1.16 times1.03 times
One Year Return5.64 % 2.30 %
Three Year Return31.10 % 3.97 %
Five Year Return14.93 % 1.27 %
Ten Year Return18.74 % 1.17 %

HDFC Balanced Opportunities

HDFC Balanced Return and Market Media

The median price of HDFC Balanced for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 31.11 with a coefficient of variation of 73.86. The daily time series for the period is distributed with a sample standard deviation of 15.37, arithmetic mean of 20.82, and mean deviation of 13.88. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 100121

HDFC Balanced Div Investor Sentiment

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