Cantabil Retail (India) Alpha and Beta Analysis Overview

CANTABIL -- India Stock  

INR 151.85  4.55  2.91%

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

α1.62β2.77
30 days against DJI
Risk Adjusted Performance  

0.1661

Jensen Alpha  

1.07

Total Risk Alpha  

0.06

Sortino Ratio  

0.6493

Treynor Ratio  

1.65

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 Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 141.55 with a coefficient of variation of 9.0. The daily time series for the period is distributed with a sample standard deviation of 12.75, arithmetic mean of 141.68, and mean deviation of 10.78. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Cantabil Retail India Limited Runs 10.13 percent Higher as B...09/03/2018

Current Sentiment - CANTABIL

Cantabil Retail India Investor Sentiment

Most of Macroaxis users are currently bullish on Cantabil Retail India Limited. What is your opinion about investing in Cantabil Retail India Limited? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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