Digjam (India) Alpha and Beta Analysis Overview

DIGJAMLTD -- India Stock  

INR 6.37  0.32  4.78%

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

Digjam Market Premiums

α0.18β0.47
30 days against DJI
Risk Adjusted Performance  

0.003501

Jensen Alpha  

0.07

Total Risk Alpha  

0.56

Sortino Ratio  

0.0

Treynor Ratio  

1.74

Digjam expected buy-and-hold returns

Digjam Market Price Analysis

Digjam Return and Market Media

The median price of Digjam for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 6.72 with a coefficient of variation of 40.74. The daily time series for the period is distributed with a sample standard deviation of 2.38, arithmetic mean of 5.85, and mean deviation of 1.59. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Digjam Limited Claw Higher 5.26 percent For the Week09/03/2018

Current Sentiment - DIGJAMLTD

Digjam Limited Investor Sentiment

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Additionally see Digjam Backtesting, Digjam Valuation, Digjam Correlation, Digjam Hype Analysis, Digjam Volatility, Digjam History and analyze Digjam Performance. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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