JM ST (India) Alpha and Beta Analysis Overview

JMSTINSTLFRD -- India Fund  

INR 10.54  10.54  9,223,372,036,855%

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

JM ST Market Premiums

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

0.05

Jensen Alpha  

0.013748

Total Risk Alpha  

0.036108

Sortino Ratio  

0.0

Treynor Ratio  

2.55

JM ST Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare JM ST to competition

JM ST Fundamental Vs Peers

FundamentalsJM STPeer Average
Net Asset1.29 B1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight56.71 % 14.48 %
Bond Positions Weight43.29 % 14.72 %

JM ST Opportunities

JM ST Return and Market Media

The median price of JM ST for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 10.548 with a coefficient of variation of 32.37. The daily time series for the period is distributed with a sample standard deviation of 3.1, arithmetic mean of 9.59, and mean deviation of 1.74. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - JMSTINSTLFRD

JM ST Instl Investor Sentiment

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