OnMobile Global (India) Alpha and Beta Analysis Overview

ONMOBILE -- India Stock  

INR 42.50  0.40  0.95%

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

OnMobile Global Market Premiums

α0.019084β0.16
30 days against DJI
Risk Adjusted Performance  

0.0443

Jensen Alpha  

0.08

Total Risk Alpha  

0.64

Sortino Ratio  

0.00037995

Treynor Ratio  

0.1116

OnMobile Global expected buy-and-hold returns

OnMobile Global Market Price Analysis

OnMobile Global Return and Market Media

The median price of OnMobile Global for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 42.5 with a coefficient of variation of 2.11. The daily time series for the period is distributed with a sample standard deviation of 0.9, arithmetic mean of 42.59, and mean deviation of 0.72. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Changyou.Com Ltd Stake Raised by BlackRock Inc.08/23/2018
2
Quantitative Systematic Strategies LLC Invests 249000 in Cha...08/27/2018
3
Changyou.Com Ltd Shares Bought by Strs Ohio09/05/2018

Current Sentiment - ONMOBILE

OnMobile Global Limited Investor Sentiment

Most of Macroaxis users are now bullish on OnMobile Global Limited. What is your perspective on investing in OnMobile Global Limited? Are you bullish or bearish?
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98% Bullish
2% Bearish
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Additionally take a look at OnMobile Global Backtesting, OnMobile Global Valuation, OnMobile Global Correlation, OnMobile Global Hype Analysis, OnMobile Global Volatility, OnMobile Global History and analyze OnMobile Global Performance. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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