5115258 (Israel) Alpha and Beta Analysis Overview

    5115258 -- Israel Fund  

    ILS 1.25  0.07  5.30%

    This module allows you to check different measures of market premium for 5115258 as well as systematic risk associated with investing in 5115258 over a specified time horizon. Check also Trending Equities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    5115258 Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.0248

    Jensen Alpha  

    0.0632

    Total Risk Alpha  

    0.6266

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.6182

    5115258 Fundamentals

    5115258 Opportunities

    5115258 Return and Market Media

    The median price of 5115258 for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 1.25 with a coefficient of variation of 69.09. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 0.9, and mean deviation of 0.54. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 5115258

    5115258 Investor Sentiment

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