Union Bank (India) Alpha and Beta Analysis Overview

UNIONBANK -- India Stock  

INR 78.25  4.10  4.98%

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

Union Bank Market Premiums

α0.49β1.02
30 days against DJI
Risk Adjusted Performance  

0.046636

Jensen Alpha  

0.21

Total Risk Alpha  

0.89

Sortino Ratio  

0.0

Treynor Ratio  

0.2342

Union Bank expected buy-and-hold returns

Union Bank Market Price Analysis

Union Bank Return and Market Media

The median price of Union Bank for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 84.75 with a coefficient of variation of 3.96. The daily time series for the period is distributed with a sample standard deviation of 3.39, arithmetic mean of 85.38, and mean deviation of 2.89. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Intraday reports for Union Bank of India Stock Share Prices ...08/30/2018
2
Intraday reports for Union Bank of India Stock Share Prices ...09/04/2018
3
Share market update PSU Bank stocks mixed OBC, SBI down 1 pe...09/07/2018
4
DCM Shriram, Tata Steel, Union Bank, Muthoot Finance top gai...09/19/2018

Current Sentiment - UNIONBANK

Union Bank of Investor Sentiment

Most of Macroaxis users are at this time bullish on Union Bank of India. What is your outlook on investing in Union Bank of India? Are you bullish or bearish?
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98% Bullish
2% Bearish
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Also please take a look at Union Bank Backtesting, Union Bank Valuation, Union Bank Correlation, Union Bank Hype Analysis, Union Bank Volatility, Union Bank History and analyze Union Bank Performance. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
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