MRF (India) Alpha and Beta Analysis Overview

MRF -- India Stock  

INR 67,783  1,999  2.86%

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

α0.46β0.9
30 days against DJI
Risk Adjusted Performance  

0.16

Jensen Alpha  

0.60

Total Risk Alpha  

0.80

Sortino Ratio  

0.0

Treynor Ratio  

0.62

MRF expected buy-and-hold returns

MRF Market Price Analysis

MRF Return and Market Media

The median price of MRF for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 73218.8 with a coefficient of variation of 3.12. The daily time series for the period is distributed with a sample standard deviation of 2250.88, arithmetic mean of 72219.02, and mean deviation of 2026.83. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Kerala floods may dent automotive volumes08/22/2018
2
Superb outlook, but lazy stocks Auto sector presents mega pu...08/30/2018

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?
Bullish
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 Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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