MBL Infrastructures (India) Alpha and Beta Analysis Overview

MBLINFRA -- India Stock  

INR 17.10  0.85  5.23%

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

MBL Infrastructures Market Premiums

α1.06β0.21
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.36

Total Risk Alpha  

1.98

Sortino Ratio  

0.0

Treynor Ratio  

0.2943

MBL Infrastructures expected buy-and-hold returns

MBL Infrastructures Market Price Analysis

MBL Infrastructures Return and Market Media

The median price of MBL Infrastructures for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 19.5 with a coefficient of variation of 6.4. The daily time series for the period is distributed with a sample standard deviation of 1.23, arithmetic mean of 19.19, and mean deviation of 1.02. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
MBL Infrastructures Limited Shares Sink -8.87 percent Over P...09/04/2018

Current Sentiment - MBLINFRA

MBL Infrastructures Investor Sentiment

Most of Macroaxis users are now bullish on MBL Infrastructures Limited. What is your trading attitude regarding investing in MBL Infrastructures Limited? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Search macroaxis.com