Sahara Infrastructure (India) Alpha and Beta Analysis Overview

F0GBR06R5P -- India Fund  

INR 18.57  0.38  2.01%

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

Sahara Infrastructure Market Premiums

α1.08β1.44
30 days against DJI
Risk Adjusted Performance  

0.0522

Jensen Alpha  

0.1274

Total Risk Alpha  

0.11

Sortino Ratio  

0.0033

Treynor Ratio  

0.27

Sahara Infrastructure Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Sahara Infrastructure to competition

Sahara Infrastructure Fundamental Vs Peers

FundamentalsSahara InfrastructurePeer Average
Net Asset143.82 M1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight6.12 % 14.48 %
Equity Positions Weight93.88 % 40.68 %

Sahara Infrastructure Opportunities

Sahara Infrastructure Return and Market Media

The median price of Sahara Infrastructure for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 18.37 with a coefficient of variation of 62.71. The daily time series for the period is distributed with a sample standard deviation of 8.45, arithmetic mean of 13.47, and mean deviation of 7.35. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Whats Behind Sterlite Technologies Limited s 0.73 percent Mo...06/19/2018

Current Sentiment - F0GBR06R5P

Sahara Infrastructure Investor Sentiment

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