K MSCI30 (Israel) Alpha and Beta Analysis Overview

    This module allows you to check different measures of market premium for K-MSCI30 as well as systematic risk associated with investing in K MSCI30 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    K MSCI30 Market Premiums

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

    0.0

    Jensen Alpha  

    0.0

    Total Risk Alpha  

    0.0

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.0

    K MSCI30 Fundamentals

    K MSCI30 Opportunities

    K MSCI30 Return and Market Media

    The median price of K MSCI30 for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 1833.0 with a coefficient of variation of 102.35. The daily time series for the period is distributed with a sample standard deviation of 938.07, arithmetic mean of 916.5, and mean deviation of 916.5. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - K-MSCI30

    K-MSCI30 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in K-MSCI30. What is your trading attitude regarding investing in K-MSCI30? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Please see also Stocks Correlation. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
    Search macroaxis.com