Digjam (India) Alpha and Beta Analysis Overview

DIGJAMLTD -- India Stock  

INR 6.20  0.40  6.06%

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

α0.42β0.82
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.63

Total Risk Alpha  

1.28

Sortino Ratio  

0.0

Treynor Ratio  

0.37

Digjam expected buy-and-hold returns

Digjam Market Price Analysis

Digjam Return and Market Media

The median price of Digjam for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 6.65 with a coefficient of variation of 3.25. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 6.7, and mean deviation of 0.16. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - DIGJAMLTD

Digjam Limited Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Digjam Limited. What is your opinion about investing in Digjam Limited? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Digjam Backtesting, Digjam Valuation, Digjam Correlation, Digjam Hype Analysis, Digjam Volatility, Digjam History and analyze Digjam Performance. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
Search macroaxis.com