DHFL Pramerica (India) Alpha and Beta Analysis Overview

138876 -- India Fund  

INR 12.96  0.01  0.08%

This module allows you to check different measures of market premium for DHFL Pramerica Arbitrage Rg Pl Gr as well as systematic risk associated with investing in DHFL Pramerica over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

DHFL Pramerica Market Premiums

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

0.0847

Jensen Alpha  

0.022

Total Risk Alpha  

0.018643

Sortino Ratio  

0.0

Treynor Ratio  

0.37

DHFL Pramerica Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare DHFL Pramerica to competition

DHFL Pramerica Fundamental Vs Peers

FundamentalsDHFL PramericaPeer Average
Minimum Initial Investment5 K8.09 M
Cash Position Weight60.66 % 14.48 %
Equity Positions Weight39.34 % 40.68 %

DHFL Pramerica Opportunities

DHFL Pramerica Return and Market Media

The median price of DHFL Pramerica for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 0.0 with a coefficient of variation of 123.01. The daily time series for the period is distributed with a sample standard deviation of 6.37, arithmetic mean of 5.18, and mean deviation of 6.12. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 138876

DHFL Pramerica Arbit Investor Sentiment

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