Kotak Banking (India) Alpha and Beta Analysis Overview |
| 123690 -- India Fund | INR 39.89 0.02 0.05% |
This module allows you to check different measures of market premium for Kotak Banking and PSU Debt Reg Gr as well as systematic risk associated with investing in Kotak Banking over a specified time horizon. Check also Trending Equities.
| Horizon | 30 Days Login to change |
| Symbol | Run Premiums |
Kotak Banking Market Premiums
| α | 0.012757 | β | 0.02 |
30 days against DJI
Risk Adjusted Performance 0.1787 | Jensen Alpha 0.1262 | Total Risk Alpha 0.0649 | Sortino Ratio 0.0 | Treynor Ratio 0.7689 |
Kotak Banking Fundamentals
| Better Than Average | Worse Than Average | Compare Kotak Banking to competition |
Kotak Banking Fundamental Vs Peers
| Fundamentals | Kotak Banking | Peer Average |
| One Year Return | 8.22 % | 2.30 % |
| Three Year Return | 9.08 % | 3.97 % |
| Five Year Return | 8.68 % | 1.27 % |
| Ten Year Return | 6.90 % | 1.17 % |
| Net Asset | 8.63 B | 1.37 B |
| Minimum Initial Investment | 5 K | 8.09 M |
| Cash Position Weight | 49.45 % | 14.48 % |
Kotak Banking Opportunities
Kotak Banking Return and Market Media
The median price of Kotak Banking for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 39.18 with a coefficient of variation of 65.64. The daily time series for the period is distributed with a sample standard deviation of 18.4, arithmetic mean of 28.04, and mean deviation of 16.02. The Fund did not receive any noticable media coverage during the period.Build Diversified Portfolios
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