Edelweiss ELSS (India) Alpha and Beta Analysis Overview

F00000PG77 -- India Fund  

INR 48.23  0.90  1.83%

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

Edelweiss ELSS Market Premiums

α1.54β1.32
30 days against DJI
Risk Adjusted Performance  

0.001162

Jensen Alpha  

0.0056

Total Risk Alpha  

0.047446

Sortino Ratio  

0.0

Treynor Ratio  

0.0441

Edelweiss ELSS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Edelweiss ELSS to competition

Edelweiss ELSS Fundamental Vs Peers

FundamentalsEdelweiss ELSSPeer Average
Minimum Initial Investment5008.09 M
Cash Position Weight1.90 % 14.48 %
Equity Positions Weight98.10 % 40.68 %

Edelweiss ELSS Opportunities

Edelweiss ELSS Return and Market Media

The median price of Edelweiss ELSS for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 0.0 with a coefficient of variation of 188.73. The daily time series for the period is distributed with a sample standard deviation of 20.63, arithmetic mean of 10.93, and mean deviation of 16.89. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PG77

Edelweiss ELSS Dir Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Edelweiss ELSS Dir Gr. What is your opinion about investing in Edelweiss ELSS Dir Gr? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
Search macroaxis.com