HY120 18 (Israel) Alpha and Beta Analysis Overview

    HY120-18 -- Israel ETF  

    ILS 992.00  0.00  0.00%

    This module allows you to check different measures of market premium for HY120-18 as well as systematic risk associated with investing in HY120 18 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Run Premiums

    HY120 18 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    HY120 18 Fundamentals

    HY120 18 Opportunities

    HY120 18 Return and Market Media

    The median price of HY120 18 for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 992.0 with a coefficient of variation of 102.35. The daily time series for the period is distributed with a sample standard deviation of 507.67, arithmetic mean of 496.0, and mean deviation of 496.0. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - HY120-18

    HY120-18 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in HY120-18. What is your judgment towards investing in HY120-18? Are you bullish or bearish?
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