Canara Robeco (India) Alpha and Beta Analysis Overview

118300 -- India Fund  

INR 9.03  0.32  3.42%

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

Canara Robeco Market Premiums

α0.52β0.35
30 days against DJI
Risk Adjusted Performance  

0.07

Jensen Alpha  

0.08

Total Risk Alpha  

0.32

Sortino Ratio  

0.0

Treynor Ratio  

0.5217

Canara Robeco Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Canara Robeco to competition

Canara Robeco Fundamental Vs Peers

FundamentalsCanara RobecoPeer Average
One Year Return(9.69) % 2.30 %
Three Year Return(2.10) % 3.97 %
Minimum Initial Investment5 K8.09 M
Cash Position Weight2.14 % 14.48 %

Canara Robeco Opportunities

Canara Robeco Return and Market Media

The median price of Canara Robeco for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 0.0 with a coefficient of variation of 188.74. The daily time series for the period is distributed with a sample standard deviation of 3.86, arithmetic mean of 2.05, and mean deviation of 3.16. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 118300

Canara Robeco Gold Investor Sentiment

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