AMJ land (India) Alpha and Beta Analysis Overview

AMJLAND -- India Stock  

INR 25.10  0.65  2.66%

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

AMJ land Market Premiums

α0.15β1.84
30 days against DJI
Risk Adjusted Performance  

0.0065

Jensen Alpha  

0.20

Total Risk Alpha  

0.71

Sortino Ratio  

0.0

Treynor Ratio  

0.014005

AMJ land expected buy-and-hold returns

AMJ land Market Price Analysis

AMJ land Return and Market Media

The median price of AMJ land for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 25.25 with a coefficient of variation of 2.52. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 25.28, and mean deviation of 0.46. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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AMJ land Holdings Investor Sentiment

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Check also AMJ land Backtesting, AMJ land Valuation, AMJ land Correlation, AMJ land Hype Analysis, AMJ land Volatility, AMJ land History and analyze AMJ land Performance. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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