DHFL Pramerica (India) Alpha and Beta Analysis Overview

DWSMIPAACC -- India Fund  

INR 30.77  0.10  0.32%

This module allows you to check different measures of market premium for DHFL Pramerica Equity Inc Gr Opt as well as systematic risk associated with investing in DHFL Pramerica over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

DHFL Pramerica Market Premiums

α0.33β0.17
30 days against DJI
Risk Adjusted Performance  

0.006

Jensen Alpha  

0.0146

Total Risk Alpha  

0.18

Sortino Ratio  

0.0

Treynor Ratio  

0.0314

DHFL Pramerica Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare DHFL Pramerica to competition

DHFL Pramerica Fundamental Vs Peers

FundamentalsDHFL PramericaPeer Average
Price to Earning20.67 times7.60 times
Price to Book2.50 times1.04 times
Price to Sales1.34 times1.03 times
One Year Return4.25 % 2.30 %
Three Year Return6.45 % 3.97 %
Five Year Return7.08 % 1.27 %
Ten Year Return7.14 % 1.17 %

DHFL Pramerica Opportunities

DHFL Pramerica Return and Market Media

The median price of DHFL Pramerica for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 29.74 with a coefficient of variation of 89.88. The daily time series for the period is distributed with a sample standard deviation of 15.4, arithmetic mean of 17.13, and mean deviation of 14.68. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - DWSMIPAACC

DHFL Pramerica Equity Investor Sentiment

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