Birla Sun (India) Alpha and Beta Analysis Overview

119514 -- India Fund  

INR 35.01  1.57  4.70%

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

Birla Sun Market Premiums

α1.52β0.38
30 days against DJI
Risk Adjusted Performance  

0.21

Jensen Alpha  

0.93

Total Risk Alpha  

2.04

Sortino Ratio  

0.0

Treynor Ratio  

0.8524

Birla Sun Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Birla Sun to competition

Birla Sun Fundamental Vs Peers

FundamentalsBirla SunPeer Average
Net Asset5 B1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight2.28 % 14.48 %
Equity Positions Weight97.72 % 40.68 %

Birla Sun Opportunities

Birla Sun Return and Market Media

The median price of Birla Sun for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 33.82 with a coefficient of variation of 3.69. The daily time series for the period is distributed with a sample standard deviation of 1.26, arithmetic mean of 34.18, and mean deviation of 1.05. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 119514

Birla Sun Life Investor Sentiment

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