BARODA EXTRUSION (India) Alpha and Beta Analysis Overview

BAROEXT -- India Stock  

INR 0.32  0.02  6.67%

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

BARODA EXTRUSION Market Premiums

α1.87β0.36
30 days against DJI
Risk Adjusted Performance  

0.2844

Jensen Alpha  

2.31

Total Risk Alpha  

0.9056

Sortino Ratio  

0.0

Treynor Ratio  

0.88

BARODA EXTRUSION expected buy-and-hold returns

BARODA EXTRUSION Market Price Analysis

BARODA EXTRUSION Return and Market Media

The median price of BARODA EXTRUSION for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 0.27 with a coefficient of variation of 16.76. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 0.26, and mean deviation of 0.04. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - BAROEXT

BARODA EXTRUSION LTD Investor Sentiment

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Check also BARODA EXTRUSION Backtesting, BARODA EXTRUSION Valuation, BARODA EXTRUSION Correlation, BARODA EXTRUSION Hype Analysis, BARODA EXTRUSION Volatility, BARODA EXTRUSION History and analyze BARODA EXTRUSION Performance. Please also try Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.
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