Atreyu Capital (Israel) Alpha and Beta Analysis Overview

ATRY -- Israel Stock  

null 3,841  25.00  0.66%

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

Atreyu Capital Market Premiums

α0.3β0.19
30 days against DJI
Risk Adjusted Performance  

0.19

Jensen Alpha  

0.17

Total Risk Alpha  

0.09

Sortino Ratio  

0.0

Treynor Ratio  

54.47

Atreyu Capital expected buy-and-hold returns

Atreyu Capital Market Price Analysis

Atreyu Capital Return and Market Media

The median price of Atreyu Capital for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 3829.0 with a coefficient of variation of 93.5. The daily time series for the period is distributed with a sample standard deviation of 2038.67, arithmetic mean of 2180.45, and mean deviation of 1982.23. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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Atreyu Capital Markets Investor Sentiment

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