Birla Sun (India) Alpha and Beta Analysis Overview

F00000PDPE -- India Fund  

INR 10.17  0.59  6.16%

This module allows you to check different measures of market premium for Birla Sun Life Gold Fund Dir Gr 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

α0.6β2.85
30 days against DJI
Risk Adjusted Performance  

0.048993

Jensen Alpha  

0.08

Total Risk Alpha  

0.47

Sortino Ratio  

0.0

Treynor Ratio  

0.4426

Birla Sun Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Birla Sun to competition

Birla Sun Fundamental Vs Peers

FundamentalsBirla SunPeer Average
One Year Return6.82 % 2.30 %
Three Year Return2.14 % 3.97 %
Minimum Initial Investment5 K8.09 M
Cash Position Weight2.10 % 14.48 %

Birla Sun Opportunities

Birla Sun Return and Market Media

The median price of Birla Sun for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 9.85 with a coefficient of variation of 55.54. The daily time series for the period is distributed with a sample standard deviation of 4.26, arithmetic mean of 7.68, and mean deviation of 3.49. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PDPE

Birla Sun Life Investor Sentiment

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