North Eastern (India) Alpha and Beta Analysis Overview |
| NECCLTD -- India Stock | INR 11.00 0.10 0.90% |
This module allows you to check different measures of market premium for North Eastern Carrying Corporation Limited as well as systematic risk associated with investing in North Eastern over a specified time horizon. Please see also North Eastern Backtesting, North Eastern Valuation, North Eastern Correlation, North Eastern Hype Analysis, North Eastern Volatility, North Eastern History and analyze North Eastern Performance.
| Horizon | 30 Days Login to change |
| Symbol | Run Premiums |
North Eastern Market Premiums
| α | 0.34 | β | 0.79 |
30 days against DJI
Risk Adjusted Performance 0.09 | Jensen Alpha 0.31 | Total Risk Alpha 0.65 | Sortino Ratio 0.0 | Treynor Ratio 1.12 |
North Eastern expected buy-and-hold returns
North Eastern Market Price Analysis
North Eastern Return and Market Media
The median price of North Eastern for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 11.55 with a coefficient of variation of 3.45. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 11.48, and mean deviation of 0.35. The Stock received some media coverage during the period. Price Growth (%) |
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Please see also North Eastern Backtesting, North Eastern Valuation, North Eastern Correlation, North Eastern Hype Analysis, North Eastern Volatility, North Eastern History and analyze North Eastern Performance. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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