Avgol Industries (Israel) Alpha and Beta Analysis Overview

AVGL -- Israel Stock  

ILS 394.60  3.60  0.92%

This module allows you to check different measures of market premium for Avgol Industries 1953 Ltd as well as systematic risk associated with investing in Avgol Industries over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Avgol Industries Market Premiums

α0.19β0.10
30 days against DJI
Risk Adjusted Performance  

0.1067

Jensen Alpha  

0.1449

Total Risk Alpha  

0.3819

Sortino Ratio  

0.2107

Treynor Ratio  

3.01

Avgol Industries Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Avgol Industries to competition

Avgol Industries Fundamental Vs Peers

FundamentalsAvgol IndustriesPeer Average
Return On Equity15.40 % (15.17) %
Return On Asset3.51 % (15.64) %
Profit Margin5.13 % (5.50) %
Operating Margin7.96 % (10.91) %
Current Valuation1.34 B152.14 B
Shares Outstanding294.71 M1.43 B
Price to Book819.87 times14.44 times

Avgol Industries Opportunities

Avgol Industries Return and Market Media

The median price of Avgol Industries for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 401.1 with a coefficient of variation of 2.81. The daily time series for the period is distributed with a sample standard deviation of 11.19, arithmetic mean of 398.07, and mean deviation of 9.55. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Healthcare Fabrics Market Top 3 Countries In APAC, EMEA And ...09/27/2018
2
Global Healthcare Fabrics Market 2018 Business Development, ...10/15/2018

Current Sentiment - AVGL

Avgol Industries 1953 Investor Sentiment

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