HRIX 200 (Israel) Alpha and Beta Analysis Overview

    HRIX-200 -- Israel ETF  

    ILS 2,193  0.00  0.00%

    This module allows you to check different measures of market premium for HRIX-200 as well as systematic risk associated with investing in HRIX 200 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Run Premiums

    HRIX 200 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    HRIX 200 Fundamentals

    HRIX 200 Opportunities

    HRIX 200 Return and Market Media

    The median price of HRIX 200 for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 2193.0 with a coefficient of variation of 62.42. The daily time series for the period is distributed with a sample standard deviation of 1003.82, arithmetic mean of 1608.2, and mean deviation of 857.71. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - HRIX-200

    HRIX-200 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in HRIX-200. What is your judgment towards investing in HRIX-200? Are you bullish or bearish?
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