IDFC Dynamic (India) Alpha and Beta Analysis

131355 -- India Fund  

INR 13.57  0.15  0.01%

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

IDFC Dynamic Market Premiums

α0.86   β0.0091
30 days against DJI

IDFC Dynamic Fundamentals

 Better Than Average     
 Worse Than Average Compare IDFC Dynamic to competition

IDFC Dynamic Fundamental Vs Peers

FundamentalsIDFC DynamicPeer Average
Price to Earning16.72X7.60X
Price to Book2.41X1.04X
Price to Sales1.93X1.03X
One Year Return(0.31)% 2.30%
Minimum Initial Investment5K8.09M
Cash Position Weight51.64% 14.48%
Equity Positions Weight48.33% 40.68%

IDFC Dynamic Opportunities

IDFC Dynamic Return and Market Media

The median price of IDFC Dynamic for the period between Thu, Nov 22, 2018 and Mon, Jan 21, 2019 is 13.81 with a coefficient of variation of 97.18. The daily time series for the period is distributed with a sample standard deviation of 7.11, arithmetic mean of 7.31, and mean deviation of 6.88. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - 131355

IDFC Dynamic Equity Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in IDFC Dynamic Equity Dir Gr. What is your judgment towards investing in IDFC Dynamic Equity Dir Gr? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check also Trending Equities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.