Sahara Midcap (India) Alpha and Beta Analysis Overview

F0GBR06R63 -- India Fund  

INR 80.51  3.08  3.98%

This module allows you to check different measures of market premium for Sahara Midcap Gr 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

α1.27β0.34
30 days against DJI
Risk Adjusted Performance  

0.0658

Jensen Alpha  

0.0636

Total Risk Alpha  

0.17

Sortino Ratio  

0.0

Treynor Ratio  

0.6062

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 Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 0.0 with a coefficient of variation of 112.14. The daily time series for the period is distributed with a sample standard deviation of 38.98, arithmetic mean of 34.76, and mean deviation of 37.92. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
KPR Mill Limited Needle Moving 1.4007/24/2018

Current Sentiment - F0GBR06R63

Sahara Midcap Gr Investor Sentiment

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Additionally see Investing Opportunities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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