Gujarat Toolroom (India) Alpha and Beta Analysis Overview

GUJTLRM -- India Stock  

INR 9.39  0.49  4.96%

This module allows you to check different measures of market premium for Gujarat Toolroom Limited as well as systematic risk associated with investing in Gujarat Toolroom over a specified time horizon. Please also check Gujarat Toolroom Backtesting, Gujarat Toolroom Valuation, Gujarat Toolroom Correlation, Gujarat Toolroom Hype Analysis, Gujarat Toolroom Volatility, Gujarat Toolroom History and analyze Gujarat Toolroom Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Gujarat Toolroom Market Premiums

α0.77β0.20
30 days against DJI
Risk Adjusted Performance  

0.15

Jensen Alpha  

0.59

Total Risk Alpha  

1.09

Sortino Ratio  

0.0

Treynor Ratio  

0.6946

Gujarat Toolroom expected buy-and-hold returns

Gujarat Toolroom Market Price Analysis

Gujarat Toolroom Return and Market Media

The median price of Gujarat Toolroom for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 10.93 with a coefficient of variation of 4.62. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 10.72, and mean deviation of 0.35. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - GUJTLRM

Gujarat Toolroom Limited Investor Sentiment

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Please also check Gujarat Toolroom Backtesting, Gujarat Toolroom Valuation, Gujarat Toolroom Correlation, Gujarat Toolroom Hype Analysis, Gujarat Toolroom Volatility, Gujarat Toolroom History and analyze Gujarat Toolroom Performance. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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