SBI Magnum (India) Alpha and Beta Analysis Overview

F0GBR06R7X -- India Fund  

INR 15.37  0.02  0.13%

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

SBI Magnum Market Premiums

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

0.08

Jensen Alpha  

0.029387

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

0.6237

SBI Magnum Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare SBI Magnum to competition

SBI Magnum Fundamental Vs Peers

FundamentalsSBI MagnumPeer Average
Net Asset137.48 M1.37 B
Minimum Initial Investment5 K8.09 M
Last Dividend Paid0.581.05
Cash Position Weight78.52 % 14.48 %
Equity Positions Weight12.54 % 40.68 %
Bond Positions Weight8.94 % 14.72 %

SBI Magnum Opportunities

SBI Magnum Return and Market Media

The median price of SBI Magnum for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 15.39 with a coefficient of variation of 77.37. The daily time series for the period is distributed with a sample standard deviation of 7.58, arithmetic mean of 9.8, and mean deviation of 7.13. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Buy State Bank of India with target Rs 298 Dharmesh Shah07/27/2018

Current Sentiment - F0GBR06R7X

SBI Magnum MIP Investor Sentiment

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