BNP Paribas (India) Alpha and Beta Analysis Overview

F00000NS2I -- India Fund  

INR 10.06  0.00  0.00%

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

BNP Paribas Market Premiums

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

0.017767

Jensen Alpha  

0.0131

Total Risk Alpha  

0.11

Sortino Ratio  

0.0

Treynor Ratio  

0.0599

BNP Paribas Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BNP Paribas to competition

BNP Paribas Fundamental Vs Peers

FundamentalsBNP ParibasPeer Average
Net Asset485.49 M1.37 B
Minimum Initial Investment5 K8.09 M
Last Dividend Paid0.091.05
Cash Position Weight53.89 % 14.48 %
Bond Positions Weight45.49 % 14.72 %

BNP Paribas Opportunities

BNP Paribas Return and Market Media

The median price of BNP Paribas for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 10.09350014 with a coefficient of variation of 0.4. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 10.09, and mean deviation of 0.03. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000NS2I

BNP Paribas ST Investor Sentiment

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