HRGLL 39 (Israel) Alpha and Beta Analysis Overview

    HRGLL-39 -- Israel ETF  

    ILS 33,957  56.00  0.17%

    This module allows you to check different measures of market premium for HRGLL-39 as well as systematic risk associated with investing in HRGLL 39 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    HRGLL 39 Market Premiums

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

    0.01811

    Jensen Alpha  

    0.001245

    Total Risk Alpha  

    0.0126

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.35

    HRGLL 39 Fundamentals

    HRGLL 39 Opportunities

    HRGLL 39 Return and Market Media

    The median price of HRGLL 39 for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 0.0 with a coefficient of variation of 112.12. The daily time series for the period is distributed with a sample standard deviation of 17291.83, arithmetic mean of 15422.27, and mean deviation of 16824.3. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - HRGLL-39

    HRGLL-39 Investor Sentiment

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