BOI AXA (India) Alpha and Beta Analysis Overview

111716 -- India Fund  

INR 11.57  0.18  1.53%

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

BOI AXA Market Premiums

α0.53β0.23
30 days against DJI
Risk Adjusted Performance  

0.11

Jensen Alpha  

0.18

Total Risk Alpha  

0.33

Sortino Ratio  

0.0

Treynor Ratio  

0.72

BOI AXA Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BOI AXA to competition

BOI AXA Fundamental Vs Peers

FundamentalsBOI AXAPeer Average
Price to Earning17.58 times7.60 times
Price to Book2.66 times1.04 times
Price to Sales1.87 times1.03 times
One Year Return5.95 % 2.30 %
Three Year Return5.65 % 3.97 %
Five Year Return5.75 % 1.27 %
Minimum Initial Investment10 K8.09 M

BOI AXA Opportunities

BOI AXA Return and Market Media

The median price of BOI AXA for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 12.03969955 with a coefficient of variation of 32.41. The daily time series for the period is distributed with a sample standard deviation of 3.57, arithmetic mean of 11.01, and mean deviation of 2.0. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 111716

BOI AXA Regular Investor Sentiment

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