HRLGLL 5 (Israel) Alpha and Beta Analysis Overview

    HRLGLL-5 -- Israel ETF  

    ILS 263.58  0.02  0.0076%

    This module allows you to check different measures of market premium for HRLGLL-5 as well as systematic risk associated with investing in HRLGLL 5 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    HRLGLL 5 Market Premiums

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

    1.85

    Jensen Alpha  

    0.011681

    Total Risk Alpha  

    0.010595

    Sortino Ratio  

    0.0

    Treynor Ratio  

    10.47

    HRLGLL 5 Fundamentals

    HRLGLL 5 Opportunities

    HRLGLL 5 Return and Market Media

    The median price of HRLGLL 5 for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 263.58 with a coefficient of variation of 0.0. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 263.59, and mean deviation of 0.01. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - HRLGLL-5

    HRLGLL-5 Investor Sentiment

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