Bharati Defence (India) Alpha and Beta Analysis Overview

BHARATIDIL -- India Stock  

INR 3.08  0.02  0.65%

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

Bharati Defence Market Premiums

α0.02β0.51
30 days against DJI
Risk Adjusted Performance  

0.07

Jensen Alpha  

0.45

Total Risk Alpha  

0.91

Sortino Ratio  

0.0

Treynor Ratio  

0.3222

Bharati Defence expected buy-and-hold returns

Bharati Defence Market Price Analysis

Bharati Defence Return and Market Media

The median price of Bharati Defence for the period between Mon, Aug 27, 2018 and Wed, Sep 26, 2018 is 3.16 with a coefficient of variation of 4.59. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 3.24, and mean deviation of 0.13. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
LT Consistently Delivers Defence Ships Ahead Of Schedule Lau...08/28/2018

Current Sentiment - BHARATIDIL

Bharati Defence And Investor Sentiment

Most of Macroaxis users are currently bullish on Bharati Defence And Infrastructure Limited. What is your opinion about investing in Bharati Defence And Infrastructure Limited? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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