Elspec Engineering (Israel) Alpha and Beta Analysis Overview

ELSPC -- Israel Stock  

ILS 205.40  4.50  2.14%

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

Elspec Engineering Market Premiums

α0.08β0.98
30 days against DJI
Risk Adjusted Performance  

0.1036

Jensen Alpha  

0.4669

Total Risk Alpha  

0.6472

Sortino Ratio  

0.0965

Treynor Ratio  

0.3014

Elspec Engineering Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Elspec Engineering to competition

Elspec Engineering Fundamental Vs Peers

FundamentalsElspec EngineeringPeer Average
Return On Equity10.05 % (15.17) %
Return On Asset5.67 % (15.64) %
Profit Margin7.88 % (5.50) %
Operating Margin10.56 % (10.91) %
Current Valuation35.8 M152.14 B
Shares Outstanding18.8 M1.43 B
Price to Book97.06 times14.44 times

Elspec Engineering Opportunities

Elspec Engineering Return and Market Media

The median price of Elspec Engineering for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 198.4 with a coefficient of variation of 3.62. The daily time series for the period is distributed with a sample standard deviation of 7.27, arithmetic mean of 200.77, and mean deviation of 6.27. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - ELSPC

Elspec Engineering Investor Sentiment

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