Elbit Medical (Israel) Alpha and Beta Analysis Overview

EMTC -- Israel Stock  

ILS 106.00  0.00  0.00%

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

Elbit Medical Market Premiums

α0.41β0.64
30 days against DJI
Risk Adjusted Performance  

0.35

Jensen Alpha  

0.24

Total Risk Alpha  

0.19

Sortino Ratio  

0.0

Treynor Ratio  

8.84

Elbit Medical Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Elbit Medical to competition

Elbit Medical Fundamental Vs Peers

FundamentalsElbit MedicalPeer Average
Return On Asset(15.01) % (15.64) %
Current Valuation293.31 M152.14 B
Shares Outstanding231.48 M1.43 B
Gross Profit13.77 M21.75 B
Net Income(10.75 M)517.71 M
Cash and Equivalents32 K3.89 B
Total Debt42.41 M7.36 B

Elbit Medical Opportunities

Elbit Medical Return and Market Media

The median price of Elbit Medical for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 100.2 with a coefficient of variation of 77.43. The daily time series for the period is distributed with a sample standard deviation of 50.71, arithmetic mean of 65.49, and mean deviation of 47.63. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - EMTC

Elbit Medical Techno Investor Sentiment

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