Hamat Group (Israel) Alpha and Beta Analysis Overview

HAMAT -- Israel Stock  

ILS 1,075  2.00  0.19%

This module allows you to check different measures of market premium for Hamat Group Ltd as well as systematic risk associated with investing in Hamat Group over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Hamat Group Market Premiums

α0.38β0.14
30 days against DJI
Risk Adjusted Performance  

0.06

Jensen Alpha  

0.07

Total Risk Alpha  

0.1619

Sortino Ratio  

0.0

Treynor Ratio  

0.53

Hamat Group Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Hamat Group to competition

Hamat Group Fundamental Vs Peers

FundamentalsHamat GroupPeer Average
Return On Equity23.25 % (15.17) %
Return On Asset6.41 % (15.64) %
Profit Margin10.14 % (5.50) %
Operating Margin14.81 % (10.91) %
Current Valuation625.75 M152.14 B
Shares Outstanding34.59 M1.43 B
Price to Book238.40 times14.44 times

Hamat Group Opportunities

Hamat Group Return and Market Media

The median price of Hamat Group for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 1107.0 with a coefficient of variation of 1.76. The daily time series for the period is distributed with a sample standard deviation of 19.52, arithmetic mean of 1108.86, and mean deviation of 16.2. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - HAMAT

Hamat Group Ltd Investor Sentiment

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