A L (Israel) Alpha and Beta Analysis Overview

ALD -- Israel Stock  

ILS 336.50  0.00  0.00%

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

A L Market Premiums

α0.1β1.15
30 days against DJI
Risk Adjusted Performance  

0.13

Jensen Alpha  

0.05

Total Risk Alpha  

0.0459

Sortino Ratio  

0.0

Treynor Ratio  

0.22

A L expected buy-and-hold returns

A L Market Price Analysis

A L Return and Market Media

The median price of A L for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 354.3 with a coefficient of variation of 3.95. The daily time series for the period is distributed with a sample standard deviation of 13.68, arithmetic mean of 346.61, and mean deviation of 12.16. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Proline Market is Expected to Witness a Steady Growth by key...10/15/2018

Current Sentiment - ALD

A L D Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in A L D Advanced Logistics Developments Ltd. What is your sentiment towards investing in A L D Advanced Logistics Developments Ltd? Are you bullish or bearish?
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Check also A L Backtesting, A L Valuation, A L Correlation, A L Hype Analysis, A L Volatility, A L History and analyze A L Performance. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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