INGL1 55 (Israel) Alpha and Beta Analysis Overview

    INGL1-55 -- Israel ETF  

    ILS 350.30  0.97  0.28%

    This module allows you to check different measures of market premium for INGL1-55 as well as systematic risk associated with investing in INGL1 55 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Run Premiums

    INGL1 55 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    INGL1 55 Fundamentals

    INGL1 55 Opportunities

    INGL1 55 Return and Market Media

    The median price of INGL1 55 for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 0.0 with a coefficient of variation of 123.01. The daily time series for the period is distributed with a sample standard deviation of 176.07, arithmetic mean of 143.13, and mean deviation of 169.15. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - INGL1-55

    INGL1-55 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in INGL1-55. What is your judgment towards investing in INGL1-55? Are you bullish or bearish?
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    Please also check Risk vs Return Analysis. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.