MRF (India) Alpha and Beta Analysis

MRF -- India Stock  

INR 55,190  1,118  1.99%

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

MRF Market Premiums

α0.62   β0.0109
30 days against DJI

MRF expected buy-and-hold returns

MRF Market Price Analysis

MRF Return and Market Media

The median price of MRF for the period between Wed, Dec 19, 2018 and Sun, Feb 17, 2019 is 65734.8 with a coefficient of variation of 6.23. The daily time series for the period is distributed with a sample standard deviation of 3989.96, arithmetic mean of 64004.48, and mean deviation of 3247.79. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Market Live Indices off days lows, Nifty below 10,900 metals...02/11/2019

Current Sentiment - MRF

MRF Limited Investor Sentiment

Most of Macroaxis users are now bullish on MRF Limited. What is your trading attitude regarding investing in MRF Limited? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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Please see also MRF Backtesting, MRF Valuation, MRF Correlation, MRF Hype Analysis, MRF Volatility, MRF History and analyze MRF Performance. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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