Kotak OM (India) Alpha and Beta Analysis Overview

F00000H4PA -- India Fund  

INR 26.38  0.05  0.19%

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

Kotak OM Market Premiums

α0.04β0.0338
30 days against DJI
Risk Adjusted Performance  

0.1343

Jensen Alpha  

0.2083

Total Risk Alpha  

0.0443

Sortino Ratio  

0.0

Treynor Ratio  

0.44

Kotak OM Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Kotak OM to competition

Kotak OM Fundamental Vs Peers

FundamentalsKotak OMPeer Average
Net Asset32.37 M1.37 B
Cash Position Weight57.46 % 14.48 %
Bond Positions Weight42.54 % 14.72 %

Kotak OM Opportunities

Kotak OM Return and Market Media

The median price of Kotak OM for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 26.43 with a coefficient of variation of 61.73. The daily time series for the period is distributed with a sample standard deviation of 12.18, arithmetic mean of 19.73, and mean deviation of 9.86. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000H4PA

Kotak OM Life Investor Sentiment

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