HDFC Cash (India) Alpha and Beta Analysis Overview

105544 -- India Fund  

INR 38.87  38.87  9,223,372,036,855%

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

HDFC Cash Market Premiums

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

0.0715

Jensen Alpha  

0.0611

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

0.51

HDFC Cash Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare HDFC Cash to competition

HDFC Cash Fundamental Vs Peers

FundamentalsHDFC CashPeer Average
One Year Return9.19 % 2.30 %
Three Year Return6.90 % 3.97 %
Five Year Return7.73 % 1.27 %
Net Asset80.44 B1.37 B
Minimum Initial Investment10 M8.09 M
Cash Position Weight56.88 % 14.48 %
Bond Positions Weight43.12 % 14.72 %

HDFC Cash Opportunities

HDFC Cash Return and Market Media

The median price of HDFC Cash for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 38.28 with a coefficient of variation of 89.87. The daily time series for the period is distributed with a sample standard deviation of 19.79, arithmetic mean of 22.02, and mean deviation of 18.87. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 105544

HDFC Cash Mgmt Investor Sentiment

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