KBANK 36 (Israel) Alpha and Beta Analysis Overview

    KBANK-36 -- Israel ETF  

    ILS 12,270  80.00  0.65%

    This module allows you to check different measures of market premium for KBANK-36 as well as systematic risk associated with investing in KBANK 36 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    KBANK 36 Market Premiums

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

    0.0777

    Jensen Alpha  

    0.0264

    Total Risk Alpha  

    0.0493

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.3085

    KBANK 36 Fundamentals

    KBANK 36 Opportunities

    KBANK 36 Return and Market Media

    The median price of KBANK 36 for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 0.0 with a coefficient of variation of 135.4. The daily time series for the period is distributed with a sample standard deviation of 6061.08, arithmetic mean of 4476.36, and mean deviation of 5697.19. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - KBANK-36

    KBANK-36 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KBANK-36. What is your trading attitude regarding investing in KBANK-36? Are you bullish or bearish?
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