Ellomay Capital (Israel) Alpha and Beta Analysis Overview

ELLO -- Israel Stock  

ILS 2,971  26.00  0.87%

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

Ellomay Capital Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Ellomay Capital Fundamentals

 Better Than Average     
 Worse Than Average Compare Ellomay Capital to competition

Ellomay Capital Fundamental Vs Peers

FundamentalsEllomay CapitalPeer Average
Return On Equity(6.76) % (15.17) %
Return On Asset0.18 % (15.64) %
Profit Margin(34.08) % (5.50) %
Operating Margin3.94 % (10.91) %
Current Valuation494.87 M152.14 B
Shares Outstanding12.8 M1.43 B
Price to Book470.27 times14.44 times

Ellomay Capital Opportunities

Ellomay Capital Return and Market Media

The median price of Ellomay Capital for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 0.0 with a coefficient of variation of 257.58. The daily time series for the period is distributed with a sample standard deviation of 1091.92, arithmetic mean of 423.91, and mean deviation of 732.21. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - ELLO

Ellomay Capital Investor Sentiment

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