HSP 104 (Israel) Alpha and Beta Analysis Overview

    HSP-104 -- Israel ETF  

    ILS 7,720  0.00  0.00%

    This module allows you to check different measures of market premium for HSP-104 as well as systematic risk associated with investing in HSP 104 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Run Premiums

    HSP 104 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    HSP 104 Fundamentals

    HSP 104 Opportunities

    HSP 104 Return and Market Media

    The median price of HSP 104 for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 7720.0 with a coefficient of variation of 75.29. The daily time series for the period is distributed with a sample standard deviation of 3777.86, arithmetic mean of 5018.0, and mean deviation of 3512.6. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - HSP-104

    HSP-104 Investor Sentiment

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