Arena Star (Israel) Alpha and Beta Analysis Overview

ARNA -- Israel Stock  

ILS 2.00  0.00  0.00%

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

Arena Star Market Premiums

α0.38β0.54
30 days against DJI
Risk Adjusted Performance  

0.06

Jensen Alpha  

0.18

Total Risk Alpha  

0.024406

Sortino Ratio  

0.0

Treynor Ratio  

1.01

Arena Star expected buy-and-hold returns

Arena Star Market Price Analysis

Arena Star Return and Market Media

The median price of Arena Star for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 2.0 with a coefficient of variation of 3.29. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 2.02, and mean deviation of 0.05. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - ARNA

Arena Star Group Investor Sentiment

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Check also Arena Star Backtesting, Arena Star Valuation, Arena Star Correlation, Arena Star Hype Analysis, Arena Star Volatility, Arena Star History and analyze Arena Star Performance. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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