ELDT P4 (Israel) Alpha and Beta Analysis Overview

    ELDT-P4 -- Israel Stock  

    null 993.13  0.00  0.00%

    This module allows you to check different measures of market premium for ELDT P4 TA as well as systematic risk associated with investing in ELDT P4 over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    ELDT P4 Market Premiums

    α0.003491β0.0001
    30 days against DJI
    Risk Adjusted Performance  

    0.3927

    Jensen Alpha  

    0.1134

    Total Risk Alpha  

    0.1561

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.16

    ELDT P4 Fundamentals

    ELDT P4 Opportunities

    ELDT P4 Return and Market Media

    The median price of ELDT P4 for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 992.99 with a coefficient of variation of 0.34. The daily time series for the period is distributed with a sample standard deviation of 3.41, arithmetic mean of 991.61, and mean deviation of 2.2. The Stock did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - ELDT-P4

    ELDT P4 TA Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in ELDT P4 TA. What is your opinion about investing in ELDT P4 TA? Are you bullish or bearish?
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