Darshan Orna (India) Alpha and Beta Analysis Overview

DARSHANORNA -- India Stock  

INR 64.29  2.39  3.85%

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

Darshan Orna Market Premiums

α1.92β14.79
30 days against DJI
Risk Adjusted Performance  

0.0132

Jensen Alpha  

1.08

Total Risk Alpha  

6.60

Sortino Ratio  

0.0

Treynor Ratio  

0.026058

Darshan Orna expected buy-and-hold returns

Darshan Orna Market Price Analysis

Darshan Orna Return and Market Media

The median price of Darshan Orna for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 125.0 with a coefficient of variation of 33.49. The daily time series for the period is distributed with a sample standard deviation of 34.01, arithmetic mean of 101.55, and mean deviation of 32.44. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - DARSHANORNA

Darshan Orna Limited Investor Sentiment

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Additionally see Darshan Orna Backtesting, Darshan Orna Valuation, Darshan Orna Correlation, Darshan Orna Hype Analysis, Darshan Orna Volatility, Darshan Orna History and analyze Darshan Orna Performance. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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