NCC (India) Alpha and Beta Analysis Overview

NCC -- India Stock  

INR 89.80  1.80  1.97%

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

NCC Market Premiums

α0.5β0.66
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

NCC expected buy-and-hold returns

NCC Market Price Analysis

NCC Return and Market Media

The median price of NCC for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 97.8 with a coefficient of variation of 4.86. The daily time series for the period is distributed with a sample standard deviation of 4.65, arithmetic mean of 95.74, and mean deviation of 3.97. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Mufg Americas Holdings Cut Comcast New Stake as Market Valua...08/20/2018

Current Sentiment - NCC

NCC Limited Investor Sentiment

Most of Macroaxis users are now bullish on NCC Limited. What is your trading attitude regarding investing in NCC Limited? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please see also NCC Backtesting, NCC Valuation, NCC Correlation, NCC Hype Analysis, NCC Volatility, NCC History and analyze NCC Performance. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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