HDFC ST (India) Alpha and Beta Analysis Overview

    F00000UN22 -- India Fund  

    INR 13.34  0.00  0.00%

    This module allows you to check different measures of market premium for HDFC ST Plan Reg Normal Div as well as systematic risk associated with investing in HDFC ST over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    HDFC ST Market Premiums

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

    0.11

    Jensen Alpha  

    0.127

    Total Risk Alpha  

    0.07

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.15

    HDFC ST Fundamentals

    HDFC ST Opportunities

    HDFC ST Return and Market Media

    The median price of HDFC ST for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 13.0241003 with a coefficient of variation of 1.16. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 13.1, and mean deviation of 0.13. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000UN22

    HDFC ST Plan Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in HDFC ST Plan Reg Normal Div. What is your judgment towards investing in HDFC ST Plan Reg Normal Div? Are you bullish or bearish?
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