Excel Industries (India) Alpha and Beta Analysis Overview

EXCELINDU -- India Stock  

null 391.05  3.95  1.00%

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

Excel Industries Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.07

Jensen Alpha  

0.73

Total Risk Alpha  

2.04

Sortino Ratio  

0.0

Treynor Ratio  

1.11

Excel Industries Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Excel Industries to competition

Excel Industries Fundamental Vs Peers

FundamentalsExcel IndustriesPeer Average
Return On Asset10.32 % (15.64) %
Profit Margin8.55 % (5.50) %
Operating Margin12.66 % (10.91) %
Current Valuation3.59 B152.14 B
Shares Outstanding11.9 M1.43 B
Price to Earning7.00 times40.69 times
Price to Book1.55 times14.44 times

Excel Industries Opportunities

Excel Industries Return and Market Media

The median price of Excel Industries for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 444.5 with a coefficient of variation of 8.79. The daily time series for the period is distributed with a sample standard deviation of 37.57, arithmetic mean of 427.55, and mean deviation of 31.94. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - EXCELINDU

Excel Industries Limited Investor Sentiment

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