Itamar Medical (Israel) Alpha and Beta Analysis Overview

ITMR -- Israel Stock  

ILS 136.40  2.20  1.59%

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

Itamar Medical Market Premiums

α0.53β0.21
30 days against DJI
Risk Adjusted Performance  

0.2827

Jensen Alpha  

0.3435

Total Risk Alpha  

0.6279

Sortino Ratio  

0.4625

Treynor Ratio  

1.62

Itamar Medical Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Itamar Medical to competition

Itamar Medical Fundamental Vs Peers

FundamentalsItamar MedicalPeer Average
Return On Equity(132.01) % (15.17) %
Return On Asset(15.04) % (15.64) %
Profit Margin(21.22) % (5.50) %
Operating Margin(20.93) % (10.91) %
Current Valuation312.25 M152.14 B
Shares Outstanding286.72 M1.43 B
Price to Sales14.48 times17.81 times

Itamar Medical Opportunities

Itamar Medical Return and Market Media

The median price of Itamar Medical for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 129.2 with a coefficient of variation of 4.44. The daily time series for the period is distributed with a sample standard deviation of 5.66, arithmetic mean of 127.47, and mean deviation of 4.67. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - ITMR

Itamar Medical Investor Sentiment

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