HSBC Brazil (India) Alpha and Beta Analysis Overview

HSBCBRAZILDI -- India Fund  

INR 6.77  0.11  1.65%

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

HSBC Brazil Market Premiums

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

0.033432

Jensen Alpha  

1.21

Total Risk Alpha  

3.78

Sortino Ratio  

0.0

Treynor Ratio  

0.31

HSBC Brazil Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare HSBC Brazil to competition

HSBC Brazil Fundamental Vs Peers

FundamentalsHSBC BrazilPeer Average
Net Asset289.82 M1.37 B
Minimum Initial Investment10 K8.09 M
Cash Position Weight13.50 % 14.48 %
Equity Positions Weight86.50 % 40.68 %

HSBC Brazil Opportunities

HSBC Brazil Return and Market Media

The median price of HSBC Brazil for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 7.1 with a coefficient of variation of 34.59. The daily time series for the period is distributed with a sample standard deviation of 2.37, arithmetic mean of 6.85, and mean deviation of 1.41. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - HSBCBRAZILDI

HSBC Brazil Div Investor Sentiment

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