KPIT Technologies (India) Alpha and Beta Analysis Overview

KPIT -- India Stock  

INR 291.60  7.45  2.49%

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

KPIT Technologies Market Premiums

α0.09β1.13
30 days against DJI
Risk Adjusted Performance  

0.017499

Jensen Alpha  

0.027562

Total Risk Alpha  

0.38

Sortino Ratio  

0.0

Treynor Ratio  

0.1359

KPIT Technologies expected buy-and-hold returns

KPIT Technologies Market Price Analysis

KPIT Technologies Return and Market Media

The median price of KPIT Technologies for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 302.6 with a coefficient of variation of 2.38. The daily time series for the period is distributed with a sample standard deviation of 7.15, arithmetic mean of 299.85, and mean deviation of 6.42. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Gagnon Securities Lowered Its Red Hat Stake by 2.22 Million ...08/27/2018

Current Sentiment - KPIT

KPIT Technologies Limited Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KPIT Technologies Limited. What is your trading attitude regarding investing in KPIT Technologies Limited? Are you bullish or bearish?
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