SBI Emerging (India) Alpha and Beta Analysis Overview

F00000PDCC -- India Fund  

INR 144.98  1.12  0.77%

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

SBI Emerging Market Premiums

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

0.1262

Jensen Alpha  

0.7903

Total Risk Alpha  

0.1514

Sortino Ratio  

0.0

Treynor Ratio  

1.32

SBI Emerging Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare SBI Emerging to competition

SBI Emerging Fundamental Vs Peers

FundamentalsSBI EmergingPeer Average
Net Asset2.56 B1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight4.45 % 14.48 %
Equity Positions Weight95.55 % 40.68 %

SBI Emerging Opportunities

SBI Emerging Return and Market Media

The median price of SBI Emerging for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 126.03500366 with a coefficient of variation of 48.75. The daily time series for the period is distributed with a sample standard deviation of 52.79, arithmetic mean of 108.31, and mean deviation of 39.38. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PDCC

SBI Emerging Businesses Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in SBI Emerging Businesses Dir Gr. What is your outlook on investing in SBI Emerging Businesses Dir Gr? 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 Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
Search macroaxis.com