HRGLL 10 (Israel) Alpha and Beta Analysis Overview

    HRGLL-10 -- Israel ETF  

    ILS 230.90  0.20  0.09%

    This module allows you to check different measures of market premium for HRGLL-10 as well as systematic risk associated with investing in HRGLL 10 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    HRGLL 10 Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.17

    Jensen Alpha  

    0.012319

    Total Risk Alpha  

    0.001595

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.636

    HRGLL 10 Fundamentals

    HRGLL 10 Opportunities

    HRGLL 10 Return and Market Media

    The median price of HRGLL 10 for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 230.7 with a coefficient of variation of 69.01. The daily time series for the period is distributed with a sample standard deviation of 111.48, arithmetic mean of 161.55, and mean deviation of 96.93. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - HRGLL-10

    HRGLL-10 Investor Sentiment

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