HRMR 91 (Israel) Alpha and Beta Analysis Overview

    HRMR-91 -- Israel ETF  

    ILS 1,029,000  3,500  0.34%

    This module allows you to check different measures of market premium for HRMR-91 as well as systematic risk associated with investing in HRMR 91 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    HRMR 91 Market Premiums

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

    0.036458

    Jensen Alpha  

    0.007117

    Total Risk Alpha  

    0.0215

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.55

    HRMR 91 Fundamentals

    HRMR 91 Opportunities

    HRMR 91 Return and Market Media

    The median price of HRMR 91 for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 1025500.0 with a coefficient of variation of 80.38. The daily time series for the period is distributed with a sample standard deviation of 511108.26, arithmetic mean of 635833.33, and mean deviation of 484444.44. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - HRMR-91

    HRMR-91 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in HRMR-91. What is your judgment towards investing in HRMR-91? Are you bullish or bearish?
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