HDFC S (India) Alpha and Beta Analysis Overview

F00000LXJM -- India Fund  

INR 54.53  0.00  0.00%

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

HDFC S Market Premiums

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

0.1091

Jensen Alpha  

0.2071

Total Risk Alpha  

0.0149

Sortino Ratio  

0.0

Treynor Ratio  

11.10

HDFC S Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare HDFC S to competition

HDFC S Fundamental Vs Peers

FundamentalsHDFC SPeer Average
Net Asset273.1 M1.37 B
Cash Position Weight6.93 % 14.48 %
Bond Positions Weight93.07 % 14.72 %

HDFC S Opportunities

HDFC S Return and Market Media

The median price of HDFC S for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 52.0890007 with a coefficient of variation of 32.41. The daily time series for the period is distributed with a sample standard deviation of 15.44, arithmetic mean of 47.65, and mean deviation of 8.66. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000LXJM

HDFC S Life Investor Sentiment

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