DHFL Pramerica (India) Alpha and Beta Analysis Overview

F00000SC5U -- India Fund  

INR 19.60  0.50  2.49%

This module allows you to check different measures of market premium for DHFL Pramerica Midcap Opp Fund Dir Gr 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

α1.01β0.06
30 days against DJI
Risk Adjusted Performance  

0.0709

Jensen Alpha  

0.0766

Total Risk Alpha  

0.14

Sortino Ratio  

0.0924

Treynor Ratio  

0.1279

DHFL Pramerica Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare DHFL Pramerica to competition

DHFL Pramerica Fundamental Vs Peers

FundamentalsDHFL PramericaPeer Average
Minimum Initial Investment5 K8.09 M
Cash Position Weight4.66 % 14.48 %
Equity Positions Weight95.34 % 40.68 %

DHFL Pramerica Opportunities

DHFL Pramerica Return and Market Media

The median price of DHFL Pramerica for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 19.86 with a coefficient of variation of 69.98. The daily time series for the period is distributed with a sample standard deviation of 9.5, arithmetic mean of 13.58, and mean deviation of 8.64. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Capital goods stocks gain06/11/2018

Current Sentiment - F00000SC5U

DHFL Pramerica Midcap Investor Sentiment

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