Exalenz Bioscience (Israel) Alpha and Beta Analysis Overview

EXEN -- Israel Stock  

ILS 1,026  18.00  1.72%

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

Exalenz Bioscience Market Premiums

α0.93β0.61
30 days against DJI
Risk Adjusted Performance  

0.46

Jensen Alpha  

0.78

Total Risk Alpha  

0.52

Sortino Ratio  

0.0

Treynor Ratio  

4.41

Exalenz Bioscience expected buy-and-hold returns

Exalenz Bioscience Market Price Analysis

Exalenz Bioscience Return and Market Media

The median price of Exalenz Bioscience for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 1168.0 with a coefficient of variation of 5.41. The daily time series for the period is distributed with a sample standard deviation of 61.5, arithmetic mean of 1136.73, and mean deviation of 54.5. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Helicobacter Pylori Non-invasive Testing Market is Estimated...09/25/2018

Current Sentiment - EXEN

Exalenz Bioscience Investor Sentiment

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Additionally see Exalenz Bioscience Backtesting, Exalenz Bioscience Valuation, Exalenz Bioscience Correlation, Exalenz Bioscience Hype Analysis, Exalenz Bioscience Volatility, Exalenz Bioscience History and analyze Exalenz Bioscience Performance. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
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