TA25HAREL SAL (Israel) Alpha and Beta Analysis Overview

    HRTA25-1 -- Israel ETF  

    ILS 1,914  0.00  0.00%

    This module allows you to check different measures of market premium for TA25HAREL SAL S1 as well as systematic risk associated with investing in TA25HAREL SAL over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Run Premiums

    TA25HAREL SAL Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    TA25HAREL SAL Fundamentals

    TA25HAREL SAL Opportunities

    TA25HAREL SAL Return and Market Media

    The median price of TA25HAREL SAL for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 1914.0 with a coefficient of variation of 93.54. The daily time series for the period is distributed with a sample standard deviation of 1023.08, arithmetic mean of 1093.71, and mean deviation of 937.47. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - HRTA25-1

    TA25HAREL SAL S1 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in TA25HAREL SAL S1. What is your outlook on investing in TA25HAREL SAL S1? Are you bullish or bearish?
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