IDFC SS (India) Alpha and Beta Analysis Overview

118407 -- India Fund  

INR 36.94  0.04  0.11%

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

IDFC SS Market Premiums

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

0.1793

Jensen Alpha  

0.1201

Total Risk Alpha  

0.0634

Sortino Ratio  

0.0

Treynor Ratio  

12.70

IDFC SS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare IDFC SS to competition

IDFC SS Fundamental Vs Peers

FundamentalsIDFC SSPeer Average
Net Asset2.4 B1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight26.81 % 14.48 %
Bond Positions Weight73.19 % 14.72 %

IDFC SS Opportunities

IDFC SS Return and Market Media

The median price of IDFC SS for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 36.9 with a coefficient of variation of 0.3. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 36.81, and mean deviation of 0.09. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 118407

IDFC SS ST Investor Sentiment

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