DJCBT (Israel) Alpha and Beta Analysis Overview

    DJCBT -- Israel ETF  

    ILS 134,535  96.00  0.07%

    This module allows you to check different measures of market premium for DJCBT as well as systematic risk associated with investing in DJCBT over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    DJCBT Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.29

    Jensen Alpha  

    0.016614

    Total Risk Alpha  

    0.00752

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.46

    DJCBT Fundamentals

    DJCBT Opportunities

    DJCBT Return and Market Media

    The median price of DJCBT for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 134535.0 with a coefficient of variation of 65.63. The daily time series for the period is distributed with a sample standard deviation of 63093.5, arithmetic mean of 96130.71, and mean deviation of 54931.84. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - DJCBT

    DJCBT Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in DJCBT. What is your opinion about investing in DJCBT? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Additionally see Investing Opportunities. Please also try Content Syndication module to quickly integrate customizable finance content to your own investment portal.
    Search macroaxis.com