Compugen Ltd (Israel) Alpha and Beta Analysis Overview

CGEN -- Israel Stock  

ILS 1,274  86.00  7.24%

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

Compugen Ltd Market Premiums

α0.51β0.68
30 days against DJI
Risk Adjusted Performance  

0.22

Jensen Alpha  

0.36

Total Risk Alpha  

0.09

Sortino Ratio  

0.0

Treynor Ratio  

1.37

Compugen Ltd expected buy-and-hold returns

Compugen Ltd Market Price Analysis

Compugen Ltd Return and Market Media

The median price of Compugen Ltd for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 1361.0 with a coefficient of variation of 4.76. The daily time series for the period is distributed with a sample standard deviation of 63.57, arithmetic mean of 1334.45, and mean deviation of 52.88. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
32100 Shares in Compugen Ltd. Acquired by Commonwealth Equit...09/18/2018
2
Compugen Ltd. Expected to Announce Earnings of -0.19 Per Sha...09/25/2018
3
Head to Head Comparison Compugen vs. Agenus10/02/2018
4
Analysts See -0.19 EPS for Compugen Ltd.10/10/2018

Current Sentiment - CGEN

Compugen Ltd Investor Sentiment

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Check also Compugen Ltd Backtesting, Compugen Ltd Valuation, Compugen Ltd Correlation, Compugen Ltd Hype Analysis, Compugen Ltd Volatility, Compugen Ltd History and analyze Compugen Ltd Performance. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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