Taurus Tax (India) Alpha and Beta Analysis Overview

118867 -- India Fund  

INR 38.18  1.14  2.90%

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

Taurus Tax Market Premiums

α0.0044β0.47
30 days against DJI
Risk Adjusted Performance  

0.1108

Jensen Alpha  

0.2543

Total Risk Alpha  

0.1185

Sortino Ratio  

0.0

Treynor Ratio  

1.51

Taurus Tax Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Taurus Tax to competition

Taurus Tax Fundamental Vs Peers

FundamentalsTaurus TaxPeer Average
Price to Earning16.18 times7.60 times
Price to Book2.22 times1.04 times
Price to Sales1.26 times1.03 times
One Year Return15.47 % 2.30 %
Three Year Return12.68 % 3.97 %
Net Asset116.38 M1.37 B
Minimum Initial Investment5008.09 M

Taurus Tax Opportunities

Taurus Tax Return and Market Media

The median price of Taurus Tax for the period between Mon, Aug 27, 2018 and Wed, Sep 26, 2018 is 38.45 with a coefficient of variation of 85.21. The daily time series for the period is distributed with a sample standard deviation of 19.25, arithmetic mean of 22.59, and mean deviation of 18.48. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 118867

Taurus Tax Shield Investor Sentiment

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