SBI Magnum (India) Alpha and Beta Analysis

F000000I4H -- India Fund  

INR 132.38  0.73  0.55%

This module allows you to check different measures of market premium for SBI Magnum Tax Gain 93 Reg Gr as well as systematic risk associated with investing in SBI Magnum over a specified time horizon. Additionally see SBI Magnum Backtesting, Portfolio Optimization, SBI Magnum Correlation, SBI Magnum Hype Analysis, SBI Magnum Volatility, SBI Magnum History and analyze SBI Magnum Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

SBI Magnum Market Premiums

α0.1   β0.0209
30 days against DJI

SBI Magnum expected buy-and-hold returns

SBI Magnum Market Price Analysis

SBI Magnum Return and Market Media

The median price of SBI Magnum for the period between Wed, Dec 19, 2018 and Sun, Feb 17, 2019 is 136.85 with a coefficient of variation of 44.01. The daily time series for the period is distributed with a sample standard deviation of 50.73, arithmetic mean of 115.27, and mean deviation of 36.68. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
ITC LTD. Stock Selling Results in -0.09 percent of Value - B...12/30/2018
2
Top intraday trading ideas for afternoon trade for Thursday ...01/09/2019
3
ITC LTD. Shares Inch 7.79 percent Higher Past Quarter - Vass...01/18/2019
4
ITC Ltd stays weak - Business Standard01/22/2019
5
ITC LTD. Shares Dip Lower -2.25 percent For The Quarter - Ze...02/01/2019

Current Sentiment - F000000I4H

SBI Magnum Tax Investor Sentiment

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Additionally see SBI Magnum Backtesting, Portfolio Optimization, SBI Magnum Correlation, SBI Magnum Hype Analysis, SBI Magnum Volatility, SBI Magnum History and analyze SBI Magnum Performance. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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