MRF (India) Alpha and Beta Analysis Overview

MRF -- India Stock  

INR 67,682  2,072  2.97%

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

α0.55β0.0145
30 days against DJI
Risk Adjusted Performance  

0.16

Jensen Alpha  

0.40

Total Risk Alpha  

1.03

Sortino Ratio  

0.0

Treynor Ratio  

0.7409

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, Aug 22, 2018 and Fri, Sep 21, 2018 is 73351.1 with a coefficient of variation of 3.23. The daily time series for the period is distributed with a sample standard deviation of 2338.75, arithmetic mean of 72377.44, and mean deviation of 2045.02. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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 Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.
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