Chambal Breweries (India) Alpha and Beta Analysis Overview

CHMBBRW -- India Stock  

INR 1.80  0.07  4.05%

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

Chambal Breweries Market Premiums

α0.35β4.16
30 days against DJI
Risk Adjusted Performance  

0.023

Jensen Alpha  

0.58

Total Risk Alpha  

1.29

Sortino Ratio  

0.0

Treynor Ratio  

0.0264

Chambal Breweries expected buy-and-hold returns

Chambal Breweries Market Price Analysis

Chambal Breweries Return and Market Media

The median price of Chambal Breweries for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 1.72 with a coefficient of variation of 6.31. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 1.68, and mean deviation of 0.1. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - CHMBBRW

Chambal Breweries Investor Sentiment

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