Raj Rayon (India) Alpha and Beta Analysis Overview

RAJRAYON -- India Stock  

INR 0.20  0.05  33.33%

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

Raj Rayon Market Premiums

α0.30β6.96
30 days against DJI
Risk Adjusted Performance  

0.0499

Jensen Alpha  

0.7757

Total Risk Alpha  

4.11

Sortino Ratio  

0.0

Treynor Ratio  

0.307

Raj Rayon expected buy-and-hold returns

Raj Rayon Market Price Analysis

Raj Rayon Return and Market Media

The median price of Raj Rayon for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 0.2 with a coefficient of variation of 13.54. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.18, and mean deviation of 0.02. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - RAJRAYON

Raj Rayon Industries Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in Raj Rayon Industries Limited. What is your perspective on investing in Raj Rayon Industries Limited? Are you bullish or bearish?
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Additionally take a look at Raj Rayon Backtesting, Raj Rayon Valuation, Raj Rayon Correlation, Raj Rayon Hype Analysis, Raj Rayon Volatility, Raj Rayon History and analyze Raj Rayon Performance. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
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