Camex Ltd (India) Alpha and Beta Analysis Overview

CAMEXLTD -- India Stock  

INR 40.45  6.55  13.94%

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

Camex Ltd Market Premiums

α0.68β1.12
30 days against DJI
Risk Adjusted Performance  

0.0466

Jensen Alpha  

0.7075

Total Risk Alpha  

1.87

Sortino Ratio  

0.0581

Treynor Ratio  

0.49

Camex Ltd expected buy-and-hold returns

Camex Ltd Market Price Analysis

Camex Ltd Return and Market Media

The median price of Camex Ltd for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 37.55 with a coefficient of variation of 12.9. The daily time series for the period is distributed with a sample standard deviation of 5.01, arithmetic mean of 38.84, and mean deviation of 4.23. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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Camex Ltd Investor Sentiment

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