SQUARE FOUR (India) Alpha and Beta Analysis Overview |
| SFPIL -- India Stock | INR 22.50 0.00 0.00% |
This module allows you to check different measures of market premium for SQUARE FOUR PROJECTS INDIA LIM as well as systematic risk associated with investing in SQUARE FOUR over a specified time horizon. Also please take a look at SQUARE FOUR Backtesting, SQUARE FOUR Valuation, SQUARE FOUR Correlation, SQUARE FOUR Hype Analysis, SQUARE FOUR Volatility, SQUARE FOUR History and analyze SQUARE FOUR Performance.
| Horizon | 30 Days Login to change |
| Symbol | Run Premiums |
SQUARE FOUR Market Premiums
| α | 0.027747 | β | 0.05 |
30 days against DJI
Risk Adjusted Performance 0.01 | Jensen Alpha 0.0 | Total Risk Alpha 0.0 | Sortino Ratio 0.0 | Treynor Ratio 0.0 |
SQUARE FOUR expected buy-and-hold returns
SQUARE FOUR Market Price Analysis
SQUARE FOUR Return and Market Media
The median price of SQUARE FOUR for the period between Mon, Aug 27, 2018 and Wed, Sep 26, 2018 is 22.4 with a coefficient of variation of 32.37. The daily time series for the period is distributed with a sample standard deviation of 6.6, arithmetic mean of 20.4, and mean deviation of 3.71. The Stock did not receive any noticable media coverage during the period.Build Diversified Portfolios
Align your risk with return expectations
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Also please take a look at SQUARE FOUR Backtesting, SQUARE FOUR Valuation, SQUARE FOUR Correlation, SQUARE FOUR Hype Analysis, SQUARE FOUR Volatility, SQUARE FOUR History and analyze SQUARE FOUR Performance. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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