IF100 48 (Israel) Alpha and Beta Analysis Overview

    IF100-48 -- Israel ETF  

    ILS 6,394  105.00  1.67%

    This module allows you to check different measures of market premium for IF100-48 as well as systematic risk associated with investing in IF100 48 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    IF100 48 Market Premiums

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

    0.0969

    Jensen Alpha  

    0.0478

    Total Risk Alpha  

    0.1853

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.49

    IF100 48 Fundamentals

    IF100 48 Opportunities

    IF100 48 Return and Market Media

    The median price of IF100 48 for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 0.0 with a coefficient of variation of 135.41. The daily time series for the period is distributed with a sample standard deviation of 3122.51, arithmetic mean of 2306.0, and mean deviation of 2934.91. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IF100-48

    IF100-48 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in IF100-48. What is your judgment towards investing in IF100-48? Are you bullish or bearish?
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