Kotak Banking (India) Alpha and Beta Analysis Overview

123692 -- India Fund  

INR 10.56  0.01  0.09%

This module allows you to check different measures of market premium for Kotak Banking and PSU Debt Dir Mn Div 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

α0.02β0.0032
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Kotak Banking Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Kotak Banking to competition

Kotak Banking Fundamental Vs Peers

FundamentalsKotak BankingPeer Average
Net Asset8.63 B1.37 B
Minimum Initial Investment50 K8.09 M
Last Dividend Paid0.011.05
Cash Position Weight49.45 % 14.48 %
Bond Positions Weight47.80 % 14.72 %

Kotak Banking Opportunities

Kotak Banking Return and Market Media

The median price of Kotak Banking for the period between Mon, Aug 27, 2018 and Wed, Sep 26, 2018 is 10.59 with a coefficient of variation of 83.77. The daily time series for the period is distributed with a sample standard deviation of 5.33, arithmetic mean of 6.37, and mean deviation of 5.09. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 123692

Kotak Banking and Investor Sentiment

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