Birla Sun (India) Alpha and Beta Analysis Overview

119528 -- India Fund  

INR 227.49  4.46  1.92%

This module allows you to check different measures of market premium for Birla Sun Life Frontline Equity 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

α0.62β0.15
30 days against DJI
Risk Adjusted Performance  

0.1464

Jensen Alpha  

0.2291

Total Risk Alpha  

0.03936

Sortino Ratio  

0.0

Treynor Ratio  

0.62

Birla Sun Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Birla Sun to competition

Birla Sun Fundamental Vs Peers

FundamentalsBirla SunPeer Average
Price to Earning15.85 times7.60 times
Price to Book2.27 times1.04 times
Price to Sales1.52 times1.03 times
One Year Return25.99 % 2.30 %
Three Year Return15.42 % 3.97 %
Net Asset3.21 B1.37 B
Minimum Initial Investment5 K8.09 M

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 216.61 with a coefficient of variation of 102.38. The daily time series for the period is distributed with a sample standard deviation of 114.46, arithmetic mean of 111.8, and mean deviation of 111.8. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 119528

Birla Sun Life Investor Sentiment

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