SOUR MSCI (Germany) Alpha and Beta Analysis Overview

    EMSV -- Germany ETF  

    EUR 216.10  1.20  0.55%

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

    SOUR MSCI Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.19

    Jensen Alpha  

    0.15

    Total Risk Alpha  

    0.010491

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.03

    SOUR MSCI Fundamentals

    SOUR MSCI Opportunities

    SOUR MSCI Return and Market Media

    The median price of SOUR MSCI for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 217.65 with a coefficient of variation of 1.31. The daily time series for the period is distributed with a sample standard deviation of 2.85, arithmetic mean of 218.28, and mean deviation of 2.51. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - EMSV

    SOUR MSCI EUR Investor Sentiment

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