NHPC (India) Alpha and Beta Analysis Overview

NHPC -- India Stock  

INR 23.40  0.35  1.47%

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

NHPC Market Premiums

α0.31β0.48
30 days against DJI
Risk Adjusted Performance  

0.13

Jensen Alpha  

0.50

Total Risk Alpha  

0.91

Sortino Ratio  

0.0

Treynor Ratio  

1.07

NHPC expected buy-and-hold returns

NHPC Market Price Analysis

NHPC Return and Market Media

The median price of NHPC for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 24.95 with a coefficient of variation of 2.71. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 24.85, and mean deviation of 0.51. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Is NHPC Limiteds Cash Outlook Optimistic09/19/2018

Current Sentiment - NHPC

NHPC Limited Investor Sentiment

Most of Macroaxis users are now bullish on NHPC Limited. What is your trading attitude regarding investing in NHPC Limited? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please see also NHPC Backtesting, NHPC Valuation, NHPC Correlation, NHPC Hype Analysis, NHPC Volatility, NHPC History and analyze NHPC Performance. Please also try CEO Directory module to screen ceos from public companies around the world.
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