F I (Israel) Alpha and Beta Analysis Overview

FIBI -- Israel Stock  

ILS 9,966  75.00  0.76%

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

F I Market Premiums

α0.17β0.15
30 days against DJI
Risk Adjusted Performance  

0.043562

Jensen Alpha  

0.017986

Total Risk Alpha  

0.0899

Sortino Ratio  

0.0

Treynor Ratio  

0.31

F I expected buy-and-hold returns

F I Market Price Analysis

F I Return and Market Media

The median price of F I for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 10200.0 with a coefficient of variation of 1.66. The daily time series for the period is distributed with a sample standard deviation of 168.89, arithmetic mean of 10162.18, and mean deviation of 140.15. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Frontfour Capital Group Stake in Innophos Holdings Has Lower...09/24/2018
2
BbT Corp Stake Maintained by Bahl Gaynor Inc10/02/2018
3
Acxiom Corp Share Price Rose While Kohlberg Kravis Roberts C...10/10/2018
4
Factory Mutual Insurance Company Has Lowered Position in Ana...10/16/2018

Current Sentiment - FIBI

F I B Investor Sentiment

Most of Macroaxis users are currently bullish on F I B I Holdings Ltd. What is your opinion about investing in F I B I Holdings Ltd? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally see F I Backtesting, F I Valuation, F I Correlation, F I Hype Analysis, F I Volatility, F I History and analyze F I Performance. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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