JM Arbitrage (India) Alpha and Beta Analysis Overview

135171 -- India Fund  

INR 11.22  11.22  9,223,372,036,855%

This module allows you to check different measures of market premium for JM Arbitrage Advantage Dir HY Div as well as systematic risk associated with investing in JM Arbitrage over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

JM Arbitrage Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.17

Jensen Alpha  

0.16

Total Risk Alpha  

0.27

Sortino Ratio  

0.0

Treynor Ratio  

1.88

JM Arbitrage Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare JM Arbitrage to competition

JM Arbitrage Fundamental Vs Peers

FundamentalsJM ArbitragePeer Average
Net Asset10.44 B1.37 B
Minimum Initial Investment5 K8.09 M
Last Dividend Paid1.651.05
Cash Position Weight31.22 % 14.48 %
Equity Positions Weight66.97 % 40.68 %
Bond Positions Weight1.25 % 14.72 %

JM Arbitrage Opportunities

JM Arbitrage Return and Market Media

The median price of JM Arbitrage for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 10.96 with a coefficient of variation of 82.81. The daily time series for the period is distributed with a sample standard deviation of 5.7, arithmetic mean of 6.88, and mean deviation of 5.16. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 135171

JM Arbitrage Advantage Investor Sentiment

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