HRSPH 74 (Israel) Alpha and Beta Analysis Overview

    HRSPH-74 -- Israel ETF  

    ILS 2,771  31.00  1.13%

    This module allows you to check different measures of market premium for HRSPH-74 as well as systematic risk associated with investing in HRSPH 74 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    HRSPH 74 Market Premiums

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

    0.0825

    Jensen Alpha  

    0.0393

    Total Risk Alpha  

    0.146

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.92

    HRSPH 74 Fundamentals

    HRSPH 74 Opportunities

    HRSPH 74 Return and Market Media

    The median price of HRSPH 74 for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 2740.0 with a coefficient of variation of 102.36. The daily time series for the period is distributed with a sample standard deviation of 1409.5, arithmetic mean of 1377.05, and mean deviation of 1377.05. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - HRSPH-74

    HRSPH-74 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in HRSPH-74. What is your judgment towards investing in HRSPH-74? Are you bullish or bearish?
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