Cantabil Retail (India) Alpha and Beta Analysis Overview

CANTABIL -- India Stock  

INR 154.80  0.55  0.36%

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

Cantabil Retail Market Premiums

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

0.1837

Jensen Alpha  

1.23

Total Risk Alpha  

0.587

Sortino Ratio  

0.0

Treynor Ratio  

9.93

Cantabil Retail expected buy-and-hold returns

Cantabil Retail Market Price Analysis

Cantabil Retail Return and Market Media

The median price of Cantabil Retail for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 141.2 with a coefficient of variation of 10.32. The daily time series for the period is distributed with a sample standard deviation of 14.52, arithmetic mean of 140.71, and mean deviation of 13.07. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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Cantabil Retail India Investor Sentiment

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Check also Cantabil Retail Backtesting, Cantabil Retail Valuation, Cantabil Retail Correlation, Cantabil Retail Hype Analysis, Cantabil Retail Volatility, Cantabil Retail History and analyze Cantabil Retail Performance. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.
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