PNC Infratech (India) Alpha and Beta Analysis Overview

PNCINFRA -- India Stock  

INR 156.35  5.65  3.75%

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

PNC Infratech Market Premiums

α0.23β1.74
30 days against DJI
Risk Adjusted Performance  

0.025125

Jensen Alpha  

0.20

Total Risk Alpha  

0.97

Sortino Ratio  

0.0

Treynor Ratio  

0.3689

PNC Infratech expected buy-and-hold returns

PNC Infratech Market Price Analysis

PNC Infratech Return and Market Media

The median price of PNC Infratech for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 156.0 with a coefficient of variation of 4.49. The daily time series for the period is distributed with a sample standard deviation of 6.97, arithmetic mean of 155.13, and mean deviation of 5.45. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Intraday reports for PNC Infratech Ltd. Stock Share Prices -...08/29/2018
2
Intraday reports for PNC Infratech Ltd. Stock Share Prices -...09/04/2018
3
Intraday reports for PNC Infratech Ltd. Stock Share Prices -...09/07/2018
4
Intraday reports for PNC Infratech Ltd. Stock Share Prices -...09/12/2018

Current Sentiment - PNCINFRA

PNC Infratech Limited Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in PNC Infratech Limited. What is your perspective on investing in PNC Infratech Limited? Are you bullish or bearish?
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Additionally take a look at PNC Infratech Backtesting, PNC Infratech Valuation, PNC Infratech Correlation, PNC Infratech Hype Analysis, PNC Infratech Volatility, PNC Infratech History and analyze PNC Infratech 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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