Kotak MT (India) Alpha and Beta Analysis Overview

KOTAKMTDIRAN -- India Fund  

INR 15.26  0.00  0.00%

This module allows you to check different measures of market premium for Kotak MT Dir Ann Div as well as systematic risk associated with investing in Kotak MT over a specified time horizon. Please see also Stocks Correlation.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Kotak MT Market Premiums

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

0.1089

Jensen Alpha  

0.0315

Total Risk Alpha  

0.032069

Sortino Ratio  

0.76

Treynor Ratio  

0.5

Kotak MT Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Kotak MT to competition

Kotak MT Fundamental Vs Peers

FundamentalsKotak MTPeer Average
Minimum Initial Investment5 K8.09 M
Last Dividend Paid0.161.05
Cash Position Weight31.04 % 14.48 %
Bond Positions Weight68.96 % 14.72 %

Kotak MT Opportunities

Kotak MT Return and Market Media

The median price of Kotak MT for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 15.02060032 with a coefficient of variation of 0.51. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 15.04, and mean deviation of 0.06. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - KOTAKMTDIRAN

Kotak MT Dir Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Kotak MT Dir Ann Div. What is your trading attitude regarding investing in Kotak MT Dir Ann Div? Are you bullish or bearish?
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Please see also Stocks Correlation. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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