Aditya Birla (India) Alpha and Beta Analysis Overview

ABFRL -- India Stock  

INR 182.45  5.30  2.82%

This module allows you to check different measures of market premium for Aditya Birla Fashion and Retail Limited as well as systematic risk associated with investing in Aditya Birla over a specified time horizon. Check also Aditya Birla Backtesting, Aditya Birla Valuation, Aditya Birla Correlation, Aditya Birla Hype Analysis, Aditya Birla Volatility, Aditya Birla History and analyze Aditya Birla Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Aditya Birla Market Premiums

α0.48β1.55
30 days against DJI
Risk Adjusted Performance  

0.0164

Jensen Alpha  

0.4955

Total Risk Alpha  

0.85

Sortino Ratio  

0.049879

Treynor Ratio  

0.012281

Aditya Birla expected buy-and-hold returns

Aditya Birla Market Price Analysis

Aditya Birla Return and Market Media

The median price of Aditya Birla for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 194.45 with a coefficient of variation of 3.33. The daily time series for the period is distributed with a sample standard deviation of 6.46, arithmetic mean of 194.01, and mean deviation of 5.31. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
With Aditya Birlas More in its cart, Amazon looks to take In...09/21/2018

Current Sentiment - ABFRL

Aditya Birla Fashion Investor Sentiment

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Check also Aditya Birla Backtesting, Aditya Birla Valuation, Aditya Birla Correlation, Aditya Birla Hype Analysis, Aditya Birla Volatility, Aditya Birla History and analyze Aditya Birla Performance. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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