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
    Run Premiums

    HRLGLL 5 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    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 (%)  

    Current Sentiment - HRLGLL-5

    HRLGLL-5 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in HRLGLL-5. What is your judgment towards investing in HRLGLL-5? Are you bullish or bearish?
    50% Bullish
    50% Bearish

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Please also check Risk vs Return Analysis. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.