BNP Paribas (India) Alpha and Beta Analysis Overview

F000002EHS -- India Fund  

INR 22.04  0.02  0.09%

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

BNP Paribas Market Premiums

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

0.112

Jensen Alpha  

0.1105

Total Risk Alpha  

0.001716

Sortino Ratio  

0.0485

Treynor Ratio  

19.83

BNP Paribas Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BNP Paribas to competition

BNP Paribas Fundamental Vs Peers

FundamentalsBNP ParibasPeer Average
Minimum Initial Investment5 K8.09 M
Cash Position Weight38.70 % 14.48 %
Bond Positions Weight60.97 % 14.72 %

BNP Paribas Opportunities

BNP Paribas Return and Market Media

The median price of BNP Paribas for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 21.74600029 with a coefficient of variation of 0.61. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 21.74, and mean deviation of 0.09. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000002EHS

BNP Paribas Bond Investor Sentiment

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