I D (Israel) Alpha and Beta Analysis Overview

IDIN -- Israel Stock  

ILS 21,160  210.00  0.98%

This module allows you to check different measures of market premium for I D I Insurance Company Ltd as well as systematic risk associated with investing in I D over a specified time horizon. Please also check I D Backtesting, I D Valuation, I D Correlation, I D Hype Analysis, I D Volatility, I D History and analyze I D Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

I D Market Premiums

α0.05β0.22
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

I D expected buy-and-hold returns

I D Market Price Analysis

I D Return and Market Media

The median price of I D for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 21450.0 with a coefficient of variation of 2.45. The daily time series for the period is distributed with a sample standard deviation of 531.81, arithmetic mean of 21686.36, and mean deviation of 492.4. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IDIN

I D I Investor Sentiment

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Please also check I D Backtesting, I D Valuation, I D Correlation, I D Hype Analysis, I D Volatility, I D History and analyze I D Performance. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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