Equital Ltd (Israel) Alpha and Beta Analysis Overview

EQTL -- Israel Stock  

ILS 9,726  59.00  0.60%

This module allows you to check different measures of market premium for Equital Ltd as well as systematic risk associated with investing in Equital Ltd over a specified time horizon. Additionally see Equital Ltd Backtesting, Equital Ltd Valuation, Equital Ltd Correlation, Equital Ltd Hype Analysis, Equital Ltd Volatility, Equital Ltd History and analyze Equital Ltd Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Equital Ltd Market Premiums

α0.16β0.12
30 days against DJI
Risk Adjusted Performance  

0.3586

Jensen Alpha  

0.3145

Total Risk Alpha  

0.3508

Sortino Ratio  

0.3759

Treynor Ratio  

0.655

Equital Ltd expected buy-and-hold returns

Equital Ltd Market Price Analysis

Equital Ltd Return and Market Media

The median price of Equital Ltd for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 9641.0 with a coefficient of variation of 2.48. The daily time series for the period is distributed with a sample standard deviation of 237.15, arithmetic mean of 9568.09, and mean deviation of 199.62. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - EQTL

Equital Ltd Investor Sentiment

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Additionally see Equital Ltd Backtesting, Equital Ltd Valuation, Equital Ltd Correlation, Equital Ltd Hype Analysis, Equital Ltd Volatility, Equital Ltd History and analyze Equital Ltd Performance. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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