Tata Mid (India) Alpha and Beta Analysis Overview

F00000PDGT -- India Fund  

INR 137.23  3.60  2.56%

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

Tata Mid Market Premiums

α1.59β0.70
30 days against DJI
Risk Adjusted Performance  

0.0064

Jensen Alpha  

0.0469

Total Risk Alpha  

0.38

Sortino Ratio  

0.0

Treynor Ratio  

0.0212

Tata Mid Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Tata Mid to competition

Tata Mid Fundamental Vs Peers

FundamentalsTata MidPeer Average
Net Asset1.44 B1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight5.83 % 14.48 %
Equity Positions Weight94.17 % 40.68 %

Tata Mid Opportunities

Tata Mid Return and Market Media

The median price of Tata Mid for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 137.4960022 with a coefficient of variation of 48.28. The daily time series for the period is distributed with a sample standard deviation of 54.31, arithmetic mean of 112.5, and mean deviation of 40.91. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PDGT

Tata Mid Cap Investor Sentiment

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