HDFC Cash (India) Alpha and Beta Analysis Overview

F00000PDZJ -- India Fund  

INR 10.07  0.00  0.00%

This module allows you to check different measures of market premium for HDFC Cash Mgmt Trs Adv Dir Dl Div as well as systematic risk associated with investing in HDFC Cash over a specified time horizon. Additionally see HDFC Cash Backtesting, Portfolio Optimization, HDFC Cash Correlation, HDFC Cash Hype Analysis, HDFC Cash Volatility, HDFC Cash History and analyze HDFC Cash Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

HDFC Cash Market Premiums

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

0.32

Jensen Alpha  

0.009235

Total Risk Alpha  

0.01504

Sortino Ratio  

0.0

Treynor Ratio  

2.17

HDFC Cash expected buy-and-hold returns

HDFC Cash Market Price Analysis

HDFC Cash Return and Market Media

The median price of HDFC Cash for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 0.0 with a coefficient of variation of 112.12. The daily time series for the period is distributed with a sample standard deviation of 5.13, arithmetic mean of 4.58, and mean deviation of 4.99. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PDZJ

HDFC Cash Mgmt Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in HDFC Cash Mgmt Trs Adv Dir Dl Div. What is your judgment towards investing in HDFC Cash Mgmt Trs Adv Dir Dl Div? Are you bullish or bearish?
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Additionally see HDFC Cash Backtesting, Portfolio Optimization, HDFC Cash Correlation, HDFC Cash Hype Analysis, HDFC Cash Volatility, HDFC Cash History and analyze HDFC Cash Performance. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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