UTI Long (India) Alpha and Beta Analysis Overview

F00000PDLD -- India Fund  

INR 25.07  1.42  6.00%

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

UTI Long Market Premiums

α1.15β3.70
30 days against DJI
Risk Adjusted Performance  

0.0965

Jensen Alpha  

0.1817

Total Risk Alpha  

0.13

Sortino Ratio  

0.0402

Treynor Ratio  

3.54

UTI Long Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare UTI Long to competition

UTI Long Fundamental Vs Peers

FundamentalsUTI LongPeer Average
Price to Earning16.14 times7.60 times
Price to Book2.27 times1.04 times
Price to Sales1.39 times1.03 times
One Year Return0.13 % 2.30 %
Three Year Return15.76 % 3.97 %
Net Asset3.15 B1.37 B
Minimum Initial Investment5008.09 M

UTI Long Opportunities

UTI Long Return and Market Media

The median price of UTI Long for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 24.0976 with a coefficient of variation of 48.32. The daily time series for the period is distributed with a sample standard deviation of 9.66, arithmetic mean of 20.0, and mean deviation of 7.27. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PDLD

UTI Long Term Investor Sentiment

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