JM Gov (India) Alpha and Beta Analysis Overview

JMGOVSECDIRA -- India Fund  

INR 26.35  0.05  0.19%

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

JM Gov Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


JM Gov Fundamentals

 Better Than Average     
 Worse Than Average Compare JM Gov to competition

JM Gov Fundamental Vs Peers

FundamentalsJM GovPeer Average
Net Asset32.23 M1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight6.65 % 14.48 %
Bond Positions Weight93.35 % 14.72 %

JM Gov Opportunities

JM Gov Return and Market Media

The median price of JM Gov for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 0.0 with a coefficient of variation of 257.58. The daily time series for the period is distributed with a sample standard deviation of 9.13, arithmetic mean of 3.55, and mean deviation of 6.13. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - JMGOVSECDIRA

JM Gov Sec Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in JM Gov Sec Dir Ann Div. What is your judgment towards investing in JM Gov Sec Dir Ann Div? Are you bullish or bearish?
50% Bullish
50% Bearish

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 Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.