HRSPF 81 (Israel) Alpha and Beta Analysis Overview

    HRSPF-81 -- Israel ETF  

    ILS 228.70  2.50  1.11%

    This module allows you to check different measures of market premium for HRSPF-81 as well as systematic risk associated with investing in HRSPF 81 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    HRSPF 81 Market Premiums

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

    0.1958

    Jensen Alpha  

    0.0363

    Total Risk Alpha  

    0.0777

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.76

    HRSPF 81 Fundamentals

    HRSPF 81 Opportunities

    HRSPF 81 Return and Market Media

    The median price of HRSPF 81 for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 0.0 with a coefficient of variation of 257.59. The daily time series for the period is distributed with a sample standard deviation of 79.75, arithmetic mean of 30.96, and mean deviation of 53.47. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - HRSPF-81

    HRSPF-81 Investor Sentiment

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