DSP BlackRock (India) Alpha and Beta Analysis Overview

119250 -- India Fund  

INR 208.94  4.71  2.20%

This module allows you to check different measures of market premium for DSP BlackRock Top 100 Equity Dir Gr as well as systematic risk associated with investing in DSP BlackRock over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

DSP BlackRock Market Premiums

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

0.13

Jensen Alpha  

0.54

Total Risk Alpha  

0.74

Sortino Ratio  

0.0

Treynor Ratio  

0.39

DSP BlackRock Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare DSP BlackRock to competition

DSP BlackRock Fundamental Vs Peers

FundamentalsDSP BlackRockPeer Average
Price to Earning16.71 times7.60 times
Price to Book2.76 times1.04 times
Price to Sales1.22 times1.03 times
One Year Return30.01 % 2.30 %
Three Year Return8.77 % 3.97 %
Net Asset7.72 B1.37 B
Minimum Initial Investment1 K8.09 M

DSP BlackRock Opportunities

DSP BlackRock Return and Market Media

The median price of DSP BlackRock for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 0.0 with a coefficient of variation of 150.04. The daily time series for the period is distributed with a sample standard deviation of 107.29, arithmetic mean of 71.51, and mean deviation of 95.35. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 119250

DSP BlackRock Top Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in DSP BlackRock Top 100 Equity Dir Gr. What is your opinion about investing in DSP BlackRock Top 100 Equity Dir Gr? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check also Trending Equities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Search macroaxis.com