Castex Technologies (India) Alpha and Beta Analysis Overview |
| CASTEXTECH -- India Stock | INR 1.40 0.07 4.76% |
This module allows you to check different measures of market premium for Castex Technologies Limited as well as systematic risk associated with investing in Castex Technologies over a specified time horizon. Check also Castex Technologies Backtesting, Castex Technologies Valuation, Castex Technologies Correlation, Castex Technologies Hype Analysis, Castex Technologies Volatility, Castex Technologies History and analyze Castex Technologies Performance.
| Horizon | 30 Days Login to change |
| Symbol | Run Premiums |
Castex Technologies Market Premiums
| α | 0.79 | β | 2.71 |
30 days against DJI
Risk Adjusted Performance 0.03318 | Jensen Alpha 0.13 | Total Risk Alpha 1.99 | Sortino Ratio 0.0 | Treynor Ratio 0.2399 |
Castex Technologies expected buy-and-hold returns
Castex Technologies Market Price Analysis
Castex Technologies Return and Market Media
The median price of Castex Technologies for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 1.47 with a coefficient of variation of 11.05. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 1.46, and mean deviation of 0.13. The Stock did not receive any noticable media coverage during the period.Build Diversified Portfolios
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Check also Castex Technologies Backtesting, Castex Technologies Valuation, Castex Technologies Correlation, Castex Technologies Hype Analysis, Castex Technologies Volatility, Castex Technologies History and analyze Castex Technologies Performance. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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