SBI Magnum (India) Alpha and Beta Analysis Overview

103409 -- India Fund  

INR 15.39  0.02  0.13%

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

SBI Magnum Market Premiums

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

0.02581

Jensen Alpha  

0.032597

Total Risk Alpha  

0.06

Sortino Ratio  

0.0

Treynor Ratio  

0.09

SBI Magnum Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare SBI Magnum to competition

SBI Magnum Fundamental Vs Peers

FundamentalsSBI MagnumPeer Average
Price to Earning14.71 times7.60 times
Price to Book2.44 times1.04 times
Price to Sales1.17 times1.03 times
One Year Return6.19 % 2.30 %
Three Year Return7.38 % 3.97 %
Five Year Return5.51 % 1.27 %
Ten Year Return6.15 % 1.17 %

SBI Magnum Opportunities

SBI Magnum Return and Market Media

The median price of SBI Magnum for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 0.0 with a coefficient of variation of 112.12. The daily time series for the period is distributed with a sample standard deviation of 7.84, arithmetic mean of 6.99, and mean deviation of 7.62. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 103409

SBI Magnum MIP Investor Sentiment

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