Sahara Midcap (India) Alpha and Beta Analysis Overview

F0GBR06R61 -- India Fund  

INR 77.29  1.68  2.13%

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

Sahara Midcap Market Premiums

α1.58β1.36
30 days against DJI
Risk Adjusted Performance  

0.0941

Jensen Alpha  

0.2189

Total Risk Alpha  

0.016856

Sortino Ratio  

0.0

Treynor Ratio  

0.33

Sahara Midcap Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Sahara Midcap to competition

Sahara Midcap Fundamental Vs Peers

FundamentalsSahara MidcapPeer Average
Net Asset102.49 M1.37 B
Minimum Initial Investment1 K8.09 M
Cash Position Weight7.68 % 14.48 %
Equity Positions Weight92.32 % 40.68 %

Sahara Midcap Opportunities

Sahara Midcap Return and Market Media

The median price of Sahara Midcap for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 0.0 with a coefficient of variation of 112.15. The daily time series for the period is distributed with a sample standard deviation of 39.61, arithmetic mean of 35.32, and mean deviation of 38.53. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR06R61

Sahara Midcap Bns Investor Sentiment

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