Tata Resources (India) Alpha and Beta Analysis Overview

135814 -- India Fund  

INR 13.19  0.18  1.35%

This module allows you to check different measures of market premium for Tata Resources Energy Reg Div Py as well as systematic risk associated with investing in Tata Resources over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Tata Resources Market Premiums

α0.15β0.95
30 days against DJI
Risk Adjusted Performance  

0.0085

Jensen Alpha  

0.028284

Total Risk Alpha  

0.59

Sortino Ratio  

0.0

Treynor Ratio  

0.036794

Tata Resources Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Tata Resources to competition

Tata Resources Fundamental Vs Peers

FundamentalsTata ResourcesPeer Average
Minimum Initial Investment5 K8.09 M
Last Dividend Paid1.31.05
Cash Position Weight5.30 % 14.48 %
Equity Positions Weight94.70 % 40.68 %

Tata Resources Opportunities

Tata Resources Return and Market Media

The median price of Tata Resources for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 12.43 with a coefficient of variation of 79.31. The daily time series for the period is distributed with a sample standard deviation of 6.41, arithmetic mean of 8.09, and mean deviation of 5.88. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 135814

Tata Resources Energy Investor Sentiment

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