Aviation Links (Israel) Alpha and Beta Analysis Overview

AVIA -- Israel Stock  

ILS 1,048  0.00  0.00%

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

Aviation Links Market Premiums

α0.31β0.08
30 days against DJI
Risk Adjusted Performance  

0.20

Jensen Alpha  

0.41

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

4.68

Aviation Links expected buy-and-hold returns

Aviation Links Market Price Analysis

Aviation Links Return and Market Media

The median price of Aviation Links for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 1100.0 with a coefficient of variation of 2.99. The daily time series for the period is distributed with a sample standard deviation of 32.53, arithmetic mean of 1086.68, and mean deviation of 28.23. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - AVIA

Aviation Links Investor Sentiment

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Check also Aviation Links Backtesting, Aviation Links Valuation, Aviation Links Correlation, Aviation Links Hype Analysis, Aviation Links Volatility, Aviation Links History and analyze Aviation Links Performance. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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