Indian Oil (India) Alpha and Beta Analysis Overview

IOC -- India Stock  

INR 158.15  3.70  2.40%

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

Indian Oil Market Premiums

α0.05β0.82
30 days against DJI
Risk Adjusted Performance  

0.0243

Jensen Alpha  

0.1729

Total Risk Alpha  

0.52

Sortino Ratio  

0.07

Treynor Ratio  

0.07

Indian Oil expected buy-and-hold returns

Indian Oil Market Price Analysis

Indian Oil Return and Market Media

The median price of Indian Oil for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 154.25 with a coefficient of variation of 1.65. The daily time series for the period is distributed with a sample standard deviation of 2.55, arithmetic mean of 154.44, and mean deviation of 2.05. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Indian Oil Corporation Limited Shares Take a -5.38 percent D...08/29/2018
2
DC reviews stocking of essential commodities for Kargil09/06/2018

Current Sentiment - IOC

Indian Oil Limited Investor Sentiment

Most of Macroaxis users are currently bullish on Indian Oil Corporation Limited. What is your judgment towards investing in Indian Oil Corporation Limited? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please also check Indian Oil Backtesting, Indian Oil Valuation, Indian Oil Correlation, Indian Oil Hype Analysis, Indian Oil Volatility, Indian Oil History and analyze Indian Oil Performance. Please also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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