Airport City (Israel) Alpha and Beta Analysis Overview

ARPT -- Israel Stock  

ILS 4,264  36.00  0.85%

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

Airport City Market Premiums

α0.32β0.0462
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Airport City expected buy-and-hold returns

Airport City Market Price Analysis

Airport City Return and Market Media

The median price of Airport City for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 4400.0 with a coefficient of variation of 1.54. The daily time series for the period is distributed with a sample standard deviation of 67.79, arithmetic mean of 4394.18, and mean deviation of 52.0. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - ARPT

Airport City Investor Sentiment

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Check also Airport City Backtesting, Airport City Valuation, Airport City Correlation, Airport City Hype Analysis, Airport City Volatility, Airport City History and analyze Airport City Performance. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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