Israel Discount (Israel) Alpha and Beta Analysis Overview

DSCT -- Israel Stock  

ILS 1,215  5.00  0.41%

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

Israel Discount Market Premiums

α0.18β0.08
30 days against DJI
Risk Adjusted Performance  

0.07

Jensen Alpha  

0.10

Total Risk Alpha  

0.026235

Sortino Ratio  

0.0

Treynor Ratio  

0.86

Israel Discount expected buy-and-hold returns

Israel Discount Market Price Analysis

Israel Discount Return and Market Media

The median price of Israel Discount for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 1246.0 with a coefficient of variation of 2.02. The daily time series for the period is distributed with a sample standard deviation of 25.18, arithmetic mean of 1248.14, and mean deviation of 19.42. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Intel Shareholder Sequoia Financial Advisors Decreased Its S...09/13/2018
2
Zion Oil Gas Inc Just Reported Decreased Shorts10/15/2018

Current Sentiment - DSCT

Israel Discount Bank Investor Sentiment

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Additionally see Israel Discount Backtesting, Israel Discount Valuation, Israel Discount Correlation, Israel Discount Hype Analysis, Israel Discount Volatility, Israel Discount History and analyze Israel Discount Performance. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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