Principal Arbitrage (India) Alpha and Beta Analysis Overview

PRINCIPALARB -- India Fund  

INR 10.74  0.00  0.00%

This module allows you to check different measures of market premium for Principal Arbitrage Fund Dir Div as well as systematic risk associated with investing in Principal Arbitrage over a specified time horizon. Additionally take a look at Your Equity Center.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Principal Arbitrage Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.0073

Jensen Alpha  

0.0043

Total Risk Alpha  

0.022119

Sortino Ratio  

0.94

Treynor Ratio  

0.0119

Principal Arbitrage Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Principal Arbitrage to competition

Principal Arbitrage Fundamental Vs Peers

FundamentalsPrincipal ArbitragePeer Average
Minimum Initial Investment5 K8.09 M
Last Dividend Paid0.051.05
Cash Position Weight60.31 % 14.48 %
Equity Positions Weight39.69 % 40.68 %

Principal Arbitrage Opportunities

Principal Arbitrage Return and Market Media

The median price of Principal Arbitrage for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 10.74 with a coefficient of variation of 32.37. The daily time series for the period is distributed with a sample standard deviation of 3.16, arithmetic mean of 9.76, and mean deviation of 1.77. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - PRINCIPALARB

Principal Arbitrage Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in Principal Arbitrage Fund Dir Div. What is your perspective on investing in Principal Arbitrage Fund Dir Div? Are you bullish or bearish?
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