Reliance Japan (India) Alpha and Beta Analysis Overview

F00000U5VN -- India Fund  

INR 14.07  0.10  0.71%

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

Reliance Japan Market Premiums

α0.48β1.11
30 days against DJI
Risk Adjusted Performance  

0.117

Jensen Alpha  

0.1178

Total Risk Alpha  

0.2951

Sortino Ratio  

0.0

Treynor Ratio  

3.25

Reliance Japan Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Reliance Japan to competition

Reliance Japan Fundamental Vs Peers

FundamentalsReliance JapanPeer Average
Minimum Initial Investment5 K8.09 M
Cash Position Weight6.50 % 14.48 %
Equity Positions Weight93.50 % 40.68 %

Reliance Japan Opportunities

Reliance Japan Return and Market Media

The median price of Reliance Japan for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 12.84 with a coefficient of variation of 69.94. The daily time series for the period is distributed with a sample standard deviation of 6.13, arithmetic mean of 8.76, and mean deviation of 5.58. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000U5VN

Reliance Japan Equity Investor Sentiment

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