HRB40 13 (Israel) Alpha and Beta Analysis Overview

    HRB40-13 -- Israel ETF  

    ILS 300.60  0.60  0.20%

    This module allows you to check different measures of market premium for HRB40-13 as well as systematic risk associated with investing in HRB40 13 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Run Premiums

    HRB40 13 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    HRB40 13 Fundamentals

    HRB40 13 Opportunities

    HRB40 13 Return and Market Media

    The median price of HRB40 13 for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 300.0 with a coefficient of variation of 77.37. The daily time series for the period is distributed with a sample standard deviation of 147.86, arithmetic mean of 191.1, and mean deviation of 138.98. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - HRB40-13

    HRB40-13 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in HRB40-13. What is your judgment towards investing in HRB40-13? Are you bullish or bearish?
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