Lumax Industries (India) Alpha and Beta Analysis Overview

LUMAXIND -- India Stock  

INR 1,993  83.05  4.00%

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

Lumax Industries Market Premiums

α0.13β0.36
30 days against DJI
Risk Adjusted Performance  

0.011759

Jensen Alpha  

0.0135

Total Risk Alpha  

0.96

Sortino Ratio  

0.0

Treynor Ratio  

0.1481

Lumax Industries expected buy-and-hold returns

Lumax Industries Market Price Analysis

Lumax Industries Return and Market Media

The median price of Lumax Industries for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 2065.35 with a coefficient of variation of 3.05. The daily time series for the period is distributed with a sample standard deviation of 63.13, arithmetic mean of 2071.26, and mean deviation of 51.5. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Lumax Auto Technologies Ltd - New Research Development Centr...09/04/2018

Current Sentiment - LUMAXIND

Lumax Industries Limited Investor Sentiment

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