Reliance Life (India) Alpha and Beta Analysis Overview

F00000H4XQ -- India Fund  

INR 19.09  0.03  0.16%

This module allows you to check different measures of market premium for Reliance Life Gilt Fund 1 as well as systematic risk associated with investing in Reliance Life over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Reliance Life Market Premiums

α0.02β0.11
30 days against DJI
Risk Adjusted Performance  

0.1412

Jensen Alpha  

0.0935

Total Risk Alpha  

0.025455

Sortino Ratio  

0.0

Treynor Ratio  

7.41

Reliance Life Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Reliance Life to competition

Reliance Life Fundamental Vs Peers

FundamentalsReliance LifePeer Average
Net Asset831.07 M1.37 B
Cash Position Weight4.00 % 14.48 %
Bond Positions Weight96.00 % 14.72 %

Reliance Life Opportunities

Reliance Life Return and Market Media

The median price of Reliance Life for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 19.02 with a coefficient of variation of 56.7. The daily time series for the period is distributed with a sample standard deviation of 8.39, arithmetic mean of 14.8, and mean deviation of 6.58. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000H4XQ

Reliance Life Gilt Investor Sentiment

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