Market Creators (India) Alpha and Beta Analysis Overview

MKTCREAT -- India Stock  

INR 4.66  0.00  0.00%

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

Market Creators Market Premiums

α0.32β0.26
30 days against DJI
Risk Adjusted Performance  

0.09

Jensen Alpha  

0.21

Total Risk Alpha  

0.61

Sortino Ratio  

0.0

Treynor Ratio  

1.85

Market Creators expected buy-and-hold returns

Market Creators Market Price Analysis

Market Creators Return and Market Media

The median price of Market Creators for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 0.0 with a coefficient of variation of 123.08. The daily time series for the period is distributed with a sample standard deviation of 2.41, arithmetic mean of 1.96, and mean deviation of 2.32. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - MKTCREAT

Market Creators Limited Investor Sentiment

Most of Macroaxis users are now bullish on Market Creators Limited. What is your trading attitude regarding investing in Market Creators Limited? Are you bullish or bearish?
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98% Bullish
2% Bearish
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Please see also Market Creators Backtesting, Market Creators Valuation, Market Creators Correlation, Market Creators Hype Analysis, Market Creators Volatility, Market Creators History and analyze Market Creators 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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