JM Balanced (India) Alpha and Beta Analysis Overview

F00000V5UM -- India Fund  

INR 49.74  0.28  0.56%

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

JM Balanced Market Premiums

α0.45β0.18
30 days against DJI
Risk Adjusted Performance  

0.1094

Jensen Alpha  

0.0964

Total Risk Alpha  

0.0069

Sortino Ratio  

0.003126

Treynor Ratio  

1.67

JM Balanced Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare JM Balanced to competition

JM Balanced Fundamental Vs Peers

FundamentalsJM BalancedPeer Average
Net Asset679.91 M1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight30.25 % 14.48 %
Equity Positions Weight69.71 % 40.68 %
Bond Positions Weight0.04 % 14.72 %

JM Balanced Opportunities

JM Balanced Return and Market Media

The median price of JM Balanced for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 48.7337 with a coefficient of variation of 62.69. The daily time series for the period is distributed with a sample standard deviation of 22.37, arithmetic mean of 35.68, and mean deviation of 19.46. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
ITC Ltd. Stock Share Price Update With Analysis - August 9, ...08/09/2018

Current Sentiment - F00000V5UM

JM Balanced Dir Investor Sentiment

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