Eldav Investments (Israel) Alpha and Beta Analysis Overview

ELDAV -- Israel Stock  

ILS 141.30  3.50  2.42%

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

Eldav Investments Market Premiums

α0.32β0.14
30 days against DJI
Risk Adjusted Performance  

0.25

Jensen Alpha  

0.09

Total Risk Alpha  

0.032794

Sortino Ratio  

0.0

Treynor Ratio  

2.14

Eldav Investments expected buy-and-hold returns

Eldav Investments Market Price Analysis

Eldav Investments Return and Market Media

The median price of Eldav Investments for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 149.7 with a coefficient of variation of 40.69. The daily time series for the period is distributed with a sample standard deviation of 53.16, arithmetic mean of 130.65, and mean deviation of 35.63. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - ELDAV

Eldav Investments Investor Sentiment

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