Manomay Tex (India) Alpha and Beta Analysis Overview

MANOMAY -- India Stock  

INR 37.00  1.30  3.39%

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

Manomay Tex Market Premiums

α0.26β1.22
30 days against DJI
Risk Adjusted Performance  

0.02889

Jensen Alpha  

0.0103

Total Risk Alpha  

1.33

Sortino Ratio  

0.0

Treynor Ratio  

0.1596

Manomay Tex expected buy-and-hold returns

Manomay Tex Market Price Analysis

Manomay Tex Return and Market Media

The median price of Manomay Tex for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 41.0 with a coefficient of variation of 3.04. The daily time series for the period is distributed with a sample standard deviation of 1.24, arithmetic mean of 40.6, and mean deviation of 0.89. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - MANOMAY

Manomay Tex India Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Manomay Tex India Limited. What is your trading attitude regarding investing in Manomay Tex India Limited? Are you bullish or bearish?
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Please see also Manomay Tex Backtesting, Manomay Tex Valuation, Manomay Tex Correlation, Manomay Tex Hype Analysis, Manomay Tex Volatility, Manomay Tex History and analyze Manomay Tex Performance. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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