SBI Life (India) Alpha and Beta Analysis Overview

F00000H6BI -- India Fund  

INR 43.82  0.66  1.48%

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

SBI Life Market Premiums

α0.67β0.30
30 days against DJI
Risk Adjusted Performance  

0.0478

Jensen Alpha  

0.0625

Total Risk Alpha  

0.08

Sortino Ratio  

0.06

Treynor Ratio  

0.92

SBI Life Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare SBI Life to competition

SBI Life Fundamental Vs Peers

FundamentalsSBI LifePeer Average
Price to Earning16.44 times7.60 times
Price to Book2.52 times1.04 times
Price to Sales1.66 times1.03 times
One Year Return3.39 % 2.30 %
Three Year Return4.84 % 3.97 %
Five Year Return14.40 % 1.27 %
Ten Year Return7.39 % 1.17 %

SBI Life Opportunities

SBI Life Return and Market Media

The median price of SBI Life for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 42.6611 with a coefficient of variation of 55.52. The daily time series for the period is distributed with a sample standard deviation of 18.36, arithmetic mean of 33.07, and mean deviation of 15.03. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000H6BI

SBI Life Growth Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in SBI Life Growth. What is your outlook on investing in SBI Life Growth? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.
Search macroaxis.com