Energy Development (India) Alpha and Beta Analysis Overview

ENERGYDEV -- India Stock  

INR 11.32  1.09  8.78%

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

Energy Development Market Premiums

α1.15β0.60
30 days against DJI
Risk Adjusted Performance  

0.09

Jensen Alpha  

0.63

Total Risk Alpha  

1.44

Sortino Ratio  

0.0

Treynor Ratio  

1.03

Energy Development expected buy-and-hold returns

Energy Development Market Price Analysis

Energy Development Return and Market Media

The median price of Energy Development for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 13.8 with a coefficient of variation of 32.76. The daily time series for the period is distributed with a sample standard deviation of 4.02, arithmetic mean of 12.26, and mean deviation of 2.23. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - ENERGYDEV

Energy Development Investor Sentiment

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Additionally see Energy Development Backtesting, Energy Development Valuation, Energy Development Correlation, Energy Development Hype Analysis, Energy Development Volatility, Energy Development History and analyze Energy Development Performance. Please also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
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