INGLL 53 (Israel) Alpha and Beta Analysis Overview

    INGLL-53 -- Israel ETF  

    ILS 236.59  0.00  0.00%

    This module allows you to check different measures of market premium for INGLL-53 as well as systematic risk associated with investing in INGLL 53 over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Run Premiums

    INGLL 53 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    INGLL 53 Fundamentals

    INGLL 53 Opportunities

    INGLL 53 Return and Market Media

    The median price of INGLL 53 for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 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 119.06, arithmetic mean of 96.79, and mean deviation of 114.38. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - INGLL-53

    INGLL-53 Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in INGLL-53. What is your judgment towards investing in INGLL-53? Are you bullish or bearish?
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    Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.