DHFL Pramerica (India) Alpha and Beta Analysis Overview

    F00000PSMF -- India Fund  

    INR 12.89  12.89  9,223,372,036,855%

    This module allows you to check different measures of market premium for DHFL Pramerica Gilt Dr Pl HY Bns as well as systematic risk associated with investing in DHFL Pramerica over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    DHFL Pramerica Market Premiums

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

    0.0596

    Jensen Alpha  

    0.016

    Total Risk Alpha  

    0.033367

    Sortino Ratio  

    1.47

    Treynor Ratio  

    3.79

    DHFL Pramerica Fundamentals

    DHFL Pramerica Opportunities

    DHFL Pramerica Return and Market Media

    The median price of DHFL Pramerica for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 12.83049965 with a coefficient of variation of 0.33. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 12.84, and mean deviation of 0.04. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000PSMF

    DHFL Pramerica Gilt Investor Sentiment

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