Bajaj Allz (India) Alpha and Beta Analysis Overview

F00000H5F0 -- India Fund  

INR 29.60  0.01  0.0338%

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

Bajaj Allz Market Premiums

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

0.124

Jensen Alpha  

0.0566

Total Risk Alpha  

0.032

Sortino Ratio  

0.0

Treynor Ratio  

0.1716

Bajaj Allz Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Bajaj Allz to competition

Bajaj Allz Fundamental Vs Peers

FundamentalsBajaj AllzPeer Average
Net Asset18.57 B1.37 B
Cash Position Weight15.17 % 14.48 %
Equity Positions Weight56.32 % 40.68 %
Bond Positions Weight28.51 % 14.72 %

Bajaj Allz Opportunities

Bajaj Allz Return and Market Media

The median price of Bajaj Allz for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 28.49 with a coefficient of variation of 77.38. The daily time series for the period is distributed with a sample standard deviation of 14.17, arithmetic mean of 18.31, and mean deviation of 13.32. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Sensex Surges 260 Points, Nifty Closes At 10772 RIL, Indusln...06/20/2018

Current Sentiment - F00000H5F0

Bajaj Allz Life Investor Sentiment

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