GUJARAT GAS (India) Alpha and Beta Analysis Overview

    GUJGASLTD -- India Stock  

    INR 779.60  4.55  0.59%

    This module allows you to check different measures of market premium for GUJARAT GAS LIMITE as well as systematic risk associated with investing in GUJARAT GAS over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    GUJARAT GAS Market Premiums

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

    0.06

    Jensen Alpha  

    0.63

    Total Risk Alpha  

    1.63

    Sortino Ratio  

    0.0

    Treynor Ratio  

    6.15

    GUJARAT GAS Fundamentals

    GUJARAT GAS Opportunities

    GUJARAT GAS Return and Market Media

    The median price of GUJARAT GAS for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 866.04998779 with a coefficient of variation of 5.83. The daily time series for the period is distributed with a sample standard deviation of 49.53, arithmetic mean of 850.01, and mean deviation of 37.96. The Stock did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - GUJGASLTD

    GUJARAT GAS LIMITE Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in GUJARAT GAS LIMITE. What is your judgment towards investing in GUJARAT GAS LIMITE? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Please also check Risk vs Return Analysis. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
    Search macroaxis.com