BNP Paribas (India) Alpha and Beta Analysis Overview

F0GBR06S4S -- India Fund  

INR 10.03  0.03  0.30%

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

BNP Paribas Market Premiums

α0.002198β0.02
30 days against DJI
Risk Adjusted Performance  

0.017219

Jensen Alpha  

0.008119

Total Risk Alpha  

0.05

Sortino Ratio  

1.02

Treynor Ratio  

2.45

BNP Paribas Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BNP Paribas to competition

BNP Paribas Fundamental Vs Peers

FundamentalsBNP ParibasPeer Average
Net Asset485.49 M1.37 B
Minimum Initial Investment5 K8.09 M
Last Dividend Paid0.081.05
Cash Position Weight53.89 % 14.48 %
Bond Positions Weight45.49 % 14.72 %

BNP Paribas Opportunities

BNP Paribas Return and Market Media

The median price of BNP Paribas for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 10.03 with a coefficient of variation of 0.2. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 10.01, and mean deviation of 0.02. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR06S4S

BNP Paribas ST Investor Sentiment

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Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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