Consolidated Construction (India) Alpha and Beta Analysis Overview

CCCL -- India Stock  

INR 2.03  0.32  13.62%

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

Consolidated Construction Market Premiums

α1.28β2.21
30 days against DJI
Risk Adjusted Performance  

0.07

Jensen Alpha  

1.16

Total Risk Alpha  

1.59

Sortino Ratio  

0.0

Treynor Ratio  

0.25

Consolidated Construction expected buy-and-hold returns

Consolidated Construction Market Price Analysis

Consolidated Construction Return and Market Media

The median price of Consolidated Construction for the period between Mon, Aug 27, 2018 and Wed, Sep 26, 2018 is 2.5 with a coefficient of variation of 6.5. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 2.49, and mean deviation of 0.11. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Big promoters using IBC to file frivolous appeals Raghuram R...09/11/2018

Current Sentiment - CCCL

Consolidated Construction Investor Sentiment

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Check also Consolidated Construction Backtesting, Consolidated Construction Valuation, Consolidated Construction Correlation, Consolidated Construction Hype Analysis, Consolidated Construction Volatility, Consolidated Construction History and analyze Consolidated Construction Performance. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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