Emkay Global (India) Alpha and Beta Analysis Overview

EMKAY -- India Stock  

INR 119.65  5.15  4.13%

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

Emkay Global Market Premiums

α0.27β0.08
30 days against DJI
Risk Adjusted Performance  

0.014

Jensen Alpha  

0.178

Total Risk Alpha  

2.69

Sortino Ratio  

0.016166

Treynor Ratio  

0.1

Emkay Global expected buy-and-hold returns

Emkay Global Market Price Analysis

Emkay Global Return and Market Media

The median price of Emkay Global for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 124.8 with a coefficient of variation of 5.82. The daily time series for the period is distributed with a sample standard deviation of 7.45, arithmetic mean of 127.99, and mean deviation of 6.52. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Buy Mahindra Mahindra, target Rs 1100 Emkay Global Financial...09/04/2018
2
Rupee Tumbles to New Record as India Scrambles to Halt Decli...09/10/2018
3
After the stock tanked 34, what should investors do with Yes...09/21/2018

Current Sentiment - EMKAY

Emkay Global Financial Investor Sentiment

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Additionally see Emkay Global Backtesting, Emkay Global Valuation, Emkay Global Correlation, Emkay Global Hype Analysis, Emkay Global Volatility, Emkay Global History and analyze Emkay Global Performance. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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