Baran Group (Israel) Alpha and Beta Analysis Overview

BRAN -- Israel Stock  

ILS 705.20  6.80  0.96%

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

Baran Group Market Premiums

α0.11β0.6
30 days against DJI
Risk Adjusted Performance  

0.017412

Jensen Alpha  

0.07

Total Risk Alpha  

0.2367

Sortino Ratio  

0.0

Treynor Ratio  

0.4153

Baran Group expected buy-and-hold returns

Baran Group Market Price Analysis

Baran Group Return and Market Media

The median price of Baran Group for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 712.6 with a coefficient of variation of 1.88. The daily time series for the period is distributed with a sample standard deviation of 13.46, arithmetic mean of 714.74, and mean deviation of 9.06. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - BRAN

Baran Group Ltd Investor Sentiment

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