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

α0.34β0.79
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 (%)  
      Timeline 
1
Container Corporation of India Limited Has Recent Earnings G...08/28/2018
2
Wisconsin is not panning to dismantle its athletics departme...09/18/2018

Current Sentiment - NECCLTD

North Eastern Carrying Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in North Eastern Carrying Corporation Limited. What is your trading attitude regarding investing in North Eastern Carrying Corporation Limited? Are you bullish or bearish?
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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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