Birla Sun (India) Alpha and Beta Analysis Overview

F00000PDPC -- India Fund  

INR 10.29  0.06  0.58%

This module allows you to check different measures of market premium for Birla Sun Life Gilt Plus PF Dir Qt Div as well as systematic risk associated with investing in Birla Sun over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Birla Sun Market Premiums

α0.006β0.07
30 days against DJI
Risk Adjusted Performance  

0.0867

Jensen Alpha  

0.0358

Total Risk Alpha  

0.047867

Sortino Ratio  

0.0

Treynor Ratio  

0.5011

Birla Sun Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Birla Sun to competition

Birla Sun Fundamental Vs Peers

FundamentalsBirla SunPeer Average
One Year Return5.16 % 2.30 %
Three Year Return6.23 % 3.97 %
Net Asset734.99 M1.37 B
Minimum Initial Investment5 K8.09 M
Last Dividend Paid0.071.05
Cash Position Weight5.17 % 14.48 %
Bond Positions Weight94.83 % 14.72 %

Birla Sun Opportunities

Birla Sun Return and Market Media

The median price of Birla Sun for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 10.2344 with a coefficient of variation of 62.68. The daily time series for the period is distributed with a sample standard deviation of 4.69, arithmetic mean of 7.48, and mean deviation of 4.08. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PDPC

Birla Sun Life Investor Sentiment

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