Africa Israel (Israel) Alpha and Beta Analysis Overview

AFRE -- Israel Stock  

ILS 6,120  190.00  3.01%

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

Africa Israel Market Premiums

α0.02β0.29
30 days against DJI
Risk Adjusted Performance  

0.029519

Jensen Alpha  

0.041129

Total Risk Alpha  

0.0578

Sortino Ratio  

0.0

Treynor Ratio  

1.39

Africa Israel Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Africa Israel to competition

Africa Israel Fundamental Vs Peers

FundamentalsAfrica IsraelPeer Average
Return On Equity15.21 % (15.17) %
Return On Asset2.22 % (15.64) %
Profit Margin13.40 % (5.50) %
Operating Margin11.61 % (10.91) %
Current Valuation2.51 B152.14 B
Shares Outstanding12.64 M1.43 B
Price to Earning552.47 times40.69 times

Africa Israel Opportunities

Africa Israel Return and Market Media

The median price of Africa Israel for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 6214.0 with a coefficient of variation of 1.66. The daily time series for the period is distributed with a sample standard deviation of 102.55, arithmetic mean of 6187.18, and mean deviation of 88.89. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - AFRE

Africa Israel Residences Investor Sentiment

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