HSBC UST (India) Alpha and Beta Analysis Overview

F000000I8I -- India Fund  

INR 10.01  0.00  0.00%

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

HSBC UST Market Premiums

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

0.038833

Jensen Alpha  

0.009719

Total Risk Alpha  

0.024722

Sortino Ratio  

0.0

Treynor Ratio  

0.23

HSBC UST Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare HSBC UST to competition

HSBC UST Fundamental Vs Peers

FundamentalsHSBC USTPeer Average
Net Asset4.84 B1.37 B
Minimum Initial Investment10 K8.09 M
Last Dividend Paid0.021.05
Cash Position Weight84.00 % 14.48 %
Bond Positions Weight16.00 % 14.72 %

HSBC UST Opportunities

HSBC UST Return and Market Media

The median price of HSBC UST for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 10.0024004 with a coefficient of variation of 55.51. The daily time series for the period is distributed with a sample standard deviation of 4.29, arithmetic mean of 7.73, and mean deviation of 3.51. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000000I8I

HSBC UST Bd Investor Sentiment

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