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

α0.012757β0.02
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

FundamentalsKotak BankingPeer Average
One Year Return8.22 % 2.30 %
Three Year Return9.08 % 3.97 %
Five Year Return8.68 % 1.27 %
Ten Year Return6.90 % 1.17 %
Net Asset8.63 B1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight49.45 % 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.
 Price Growth (%)  
      Timeline 

Current Sentiment - 123690

Kotak Banking and Investor Sentiment

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