Reliance ETF (India) Alpha and Beta Analysis Overview

RRSLGETF -- India Stock  

INR 16.88  0.000001  0.00%

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

Reliance ETF Market Premiums

α0.05β0.16
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.1

Total Risk Alpha  

0.13

Sortino Ratio  

0.0

Treynor Ratio  

0.20

Reliance ETF expected buy-and-hold returns

Reliance ETF Market Price Analysis

Reliance ETF Return and Market Media

The median price of Reliance ETF for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 17.05 with a coefficient of variation of 0.56. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 16.99, and mean deviation of 0.09. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - RRSLGETF

Reliance ETF Long Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in Reliance ETF Long Term Gilt. What is your perspective on investing in Reliance ETF Long Term Gilt? Are you bullish or bearish?
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Additionally take a look at Reliance ETF Backtesting, Reliance ETF Valuation, Reliance ETF Correlation, Reliance ETF Hype Analysis, Reliance ETF Volatility, Reliance ETF History and analyze Reliance ETF Performance. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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