Zenith Healthcare (India) Alpha and Beta Analysis Overview

ZENITHHE -- India Stock  

INR 2.04  0.00  0.00%

This module allows you to check different measures of market premium for Zenith Healthcare Ltd as well as systematic risk associated with investing in Zenith Healthcare over a specified time horizon. See also Zenith Healthcare Backtesting, Zenith Healthcare Valuation, Zenith Healthcare Correlation, Zenith Healthcare Hype Analysis, Zenith Healthcare Volatility, Zenith Healthcare History and analyze Zenith Healthcare Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Zenith Healthcare Market Premiums

α1.41β1.07
30 days against DJI
Risk Adjusted Performance  

0.3169

Jensen Alpha  

2.26

Total Risk Alpha  

1.73

Sortino Ratio  

0.0

Treynor Ratio  

2.48

Zenith Healthcare expected buy-and-hold returns

Zenith Healthcare Market Price Analysis

Zenith Healthcare Return and Market Media

The median price of Zenith Healthcare for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 1.3 with a coefficient of variation of 96.09. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 0.92, and mean deviation of 0.84. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - ZENITHHE

Zenith Healthcare Investor Sentiment

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See also Zenith Healthcare Backtesting, Zenith Healthcare Valuation, Zenith Healthcare Correlation, Zenith Healthcare Hype Analysis, Zenith Healthcare Volatility, Zenith Healthcare History and analyze Zenith Healthcare Performance. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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